Mega Uranium Ltd (MGA.TO)
0.40
+0.02
(+6.67%)
CAD |
TSX |
May 17, 16:00
Mega Uranium Max Drawdown (5Y): 83.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.87% |
March 31, 2024 | 83.87% |
February 29, 2024 | 83.87% |
January 31, 2024 | 83.87% |
December 31, 2023 | 83.87% |
November 30, 2023 | 83.87% |
October 31, 2023 | 83.87% |
September 30, 2023 | 83.87% |
August 31, 2023 | 83.87% |
July 31, 2023 | 83.87% |
June 30, 2023 | 83.87% |
May 31, 2023 | 83.87% |
April 30, 2023 | 83.87% |
March 31, 2023 | 83.87% |
February 28, 2023 | 83.87% |
January 31, 2023 | 83.87% |
December 31, 2022 | 83.87% |
November 30, 2022 | 83.87% |
October 31, 2022 | 83.87% |
September 30, 2022 | 83.87% |
August 31, 2022 | 83.87% |
July 31, 2022 | 83.87% |
June 30, 2022 | 83.87% |
May 31, 2022 | 83.87% |
April 30, 2022 | 83.87% |
Date | Value |
---|---|
March 31, 2022 | 83.87% |
February 28, 2022 | 83.87% |
January 31, 2022 | 83.87% |
December 31, 2021 | 83.87% |
November 30, 2021 | 83.87% |
October 31, 2021 | 83.87% |
September 30, 2021 | 83.87% |
August 31, 2021 | 83.87% |
July 31, 2021 | 83.87% |
June 30, 2021 | 83.87% |
May 31, 2021 | 83.87% |
April 30, 2021 | 83.87% |
March 31, 2021 | 83.87% |
February 28, 2021 | 83.87% |
January 31, 2021 | 83.87% |
December 31, 2020 | 83.87% |
November 30, 2020 | 88.98% |
October 31, 2020 | 92.31% |
September 30, 2020 | 95.37% |
August 31, 2020 | 95.41% |
July 31, 2020 | 95.41% |
June 30, 2020 | 95.41% |
May 31, 2020 | 95.41% |
April 30, 2020 | 95.41% |
March 31, 2020 | 95.41% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
83.87%
Minimum
Dec 2020
95.41%
Maximum
May 2019
87.37%
Average
83.87%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
ALX Resources Corp | 90.00% |
Northern Uranium Corp | 95.24% |
Appia Rare Earths & Uranium Corp | 91.88% |
Western Uranium & Vanadium Corp | 93.60% |
Sprott Physical Uranium Trust | 42.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 21.57 |
Beta (5Y) | 1.391 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.56% |
Historical Sharpe Ratio (5Y) | 0.4697 |
Historical Sortino (5Y) | 0.9867 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.45% |