NioCorp Developments Ltd (NB)
1.355
-0.02
(-1.81%)
USD |
NASDAQ |
Nov 21, 16:00
1.355
0.00 (0.00%)
After-Hours: 18:51
NioCorp Developments Max Drawdown (5Y): 87.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.94% |
| September 30, 2024 | 87.94% |
| August 31, 2024 | 87.94% |
| July 31, 2024 | 87.94% |
| June 30, 2024 | 87.87% |
| May 31, 2024 | 85.29% |
| April 30, 2024 | 85.07% |
| March 31, 2024 | 82.94% |
| February 29, 2024 | 82.94% |
| January 31, 2024 | 78.38% |
| December 31, 2023 | 78.24% |
| November 30, 2023 | 76.84% |
| October 31, 2023 | 75.15% |
| September 30, 2023 | 74.41% |
| August 31, 2023 | 73.68% |
| July 31, 2023 | 73.31% |
| June 30, 2023 | 73.31% |
| May 31, 2023 | 73.31% |
| April 30, 2023 | 73.31% |
| March 31, 2023 | 73.31% |
| February 28, 2023 | 73.31% |
| January 31, 2023 | 73.31% |
| December 31, 2022 | 73.31% |
| November 30, 2022 | 79.74% |
| October 31, 2022 | 79.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.74% |
| August 31, 2022 | 79.74% |
| July 31, 2022 | 79.74% |
| June 30, 2022 | 79.74% |
| May 31, 2022 | 79.74% |
| April 30, 2022 | 79.74% |
| March 31, 2022 | 79.74% |
| February 28, 2022 | 79.74% |
| January 31, 2022 | 79.74% |
| December 31, 2021 | 79.74% |
| November 30, 2021 | 79.74% |
| October 31, 2021 | 79.74% |
| September 30, 2021 | 79.74% |
| August 31, 2021 | 79.74% |
| July 31, 2021 | 79.74% |
| June 30, 2021 | 79.74% |
| May 31, 2021 | 79.74% |
| April 30, 2021 | 79.74% |
| March 31, 2021 | 79.74% |
| February 28, 2021 | 79.74% |
| January 31, 2021 | 79.74% |
| December 31, 2020 | 79.74% |
| November 30, 2020 | 79.74% |
| October 31, 2020 | 79.74% |
| September 30, 2020 | 79.74% |
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
73.31%
Minimum
Dec 2022
87.94%
Maximum
Jul 2024
79.49%
Average
79.74%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| 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) | -24.17 |
| Beta (5Y) | 0.2717 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.13% |
| Historical Sharpe Ratio (5Y) | -0.3555 |
| Historical Sortino (5Y) | -0.6957 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.19% |