Northern Dynasty Minerals Ltd (NDM.TO)
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Nov 05, 15:28
Northern Dynasty Minerals Max Drawdown (5Y): 91.04% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 91.04% |
| August 31, 2024 | 91.04% |
| July 31, 2024 | 91.04% |
| June 30, 2024 | 91.04% |
| May 31, 2024 | 91.04% |
| April 30, 2024 | 91.04% |
| March 31, 2024 | 91.04% |
| February 29, 2024 | 91.04% |
| January 31, 2024 | 91.04% |
| December 31, 2023 | 91.04% |
| November 30, 2023 | 91.04% |
| October 31, 2023 | 91.04% |
| September 30, 2023 | 91.04% |
| August 31, 2023 | 91.04% |
| July 31, 2023 | 91.04% |
| June 30, 2023 | 91.04% |
| May 31, 2023 | 91.04% |
| April 30, 2023 | 91.04% |
| March 31, 2023 | 91.04% |
| February 28, 2023 | 91.04% |
| January 31, 2023 | 91.04% |
| December 31, 2022 | 91.04% |
| November 30, 2022 | 91.04% |
| October 31, 2022 | 91.04% |
| September 30, 2022 | 91.04% |
| Date | Value |
|---|---|
| August 31, 2022 | 91.04% |
| July 31, 2022 | 91.04% |
| June 30, 2022 | 91.04% |
| May 31, 2022 | 91.04% |
| April 30, 2022 | 91.04% |
| March 31, 2022 | 91.04% |
| February 28, 2022 | 91.04% |
| January 31, 2022 | 91.04% |
| December 31, 2021 | 91.04% |
| November 30, 2021 | 91.04% |
| October 31, 2021 | 91.04% |
| September 30, 2021 | 91.04% |
| August 31, 2021 | 91.04% |
| July 31, 2021 | 91.04% |
| June 30, 2021 | 91.04% |
| May 31, 2021 | 91.04% |
| April 30, 2021 | 96.07% |
| March 31, 2021 | 96.22% |
| February 28, 2021 | 96.22% |
| January 31, 2021 | 96.47% |
| December 31, 2020 | 96.60% |
| November 30, 2020 | 97.58% |
| October 31, 2020 | 98.04% |
| September 30, 2020 | 98.09% |
| August 31, 2020 | 98.13% |
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
91.04%
Minimum
May 2021
98.18%
Maximum
Nov 2019
93.04%
Average
91.04%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| St-Georges Eco-Mining Corp | 98.78% |
| 37 Capital Inc | 99.00% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.32 |
| Beta (5Y) | 0.6364 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.87% |
| Historical Sharpe Ratio (5Y) | -0.1429 |
| Historical Sortino (5Y) | -0.2987 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.16% |