NioCorp Developments Ltd (NB)

1.40 +0.03 (+2.19%) USD  |  NASDAQ  |  Dec 20, 16:00
1.38 -0.02 (-1.43%) Pre-Market: 20:00
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NioCorp Developments Max Drawdown (5Y): 90.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Star Gold Corp 99.68%
Rocky Mountain Industrials Inc --
MP Materials Corp --
United States Lime & Minerals Inc 34.95%
United States Antimony Corp 89.76%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -30.64
Beta (5Y) 0.1662
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 59.00%
Historical Sharpe Ratio (5Y) -0.4818
Historical Sortino (5Y) -0.9366
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.20%