NioCorp Developments Ltd (NB.TO)
2.82
+0.07
(+2.55%)
CAD |
TSX |
May 02, 12:31
NioCorp Developments Max Drawdown (5Y): 83.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.47% |
| March 31, 2024 | 81.41% |
| February 29, 2024 | 81.41% |
| January 31, 2024 | 77.06% |
| December 31, 2023 | 77.06% |
| November 30, 2023 | 74.76% |
| October 31, 2023 | 72.82% |
| September 30, 2023 | 72.18% |
| August 31, 2023 | 71.24% |
| July 31, 2023 | 71.02% |
| June 30, 2023 | 71.02% |
| May 31, 2023 | 71.02% |
| April 30, 2023 | 71.02% |
| March 31, 2023 | 71.02% |
| February 28, 2023 | 71.02% |
| January 31, 2023 | 71.02% |
| December 31, 2022 | 71.02% |
| November 30, 2022 | 71.02% |
| October 31, 2022 | 71.02% |
| September 30, 2022 | 78.98% |
| August 31, 2022 | 78.98% |
| July 31, 2022 | 78.98% |
| June 30, 2022 | 78.98% |
| May 31, 2022 | 78.98% |
| April 30, 2022 | 78.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.98% |
| February 28, 2022 | 78.98% |
| January 31, 2022 | 78.98% |
| December 31, 2021 | 78.98% |
| November 30, 2021 | 78.98% |
| October 31, 2021 | 78.98% |
| September 30, 2021 | 78.98% |
| August 31, 2021 | 78.98% |
| July 31, 2021 | 78.98% |
| June 30, 2021 | 78.98% |
| May 31, 2021 | 78.98% |
| April 30, 2021 | 78.98% |
| March 31, 2021 | 78.98% |
| February 28, 2021 | 78.98% |
| January 31, 2021 | 78.98% |
| December 31, 2020 | 78.98% |
| November 30, 2020 | 78.98% |
| October 31, 2020 | 78.98% |
| September 30, 2020 | 78.98% |
| August 31, 2020 | 78.98% |
| July 31, 2020 | 78.98% |
| June 30, 2020 | 78.98% |
| May 31, 2020 | 78.98% |
| April 30, 2020 | 78.98% |
| March 31, 2020 | 78.98% |
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
71.02%
Minimum
Oct 2022
83.47%
Maximum
Apr 2024
77.33%
Average
78.98%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Aura Minerals Inc | 59.15% |
| Novagold Resources Inc | 82.24% |
| SSR Mining Inc | 82.71% |
| Nevada Copper Corp | 98.57% |
| Excelsior Mining Corp | 90.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.36 |
| Beta (5Y) | 0.2503 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.77% |
| Historical Sharpe Ratio (5Y) | -0.2487 |
| Historical Sortino (5Y) | -0.5103 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.26% |