Northern Star Resources Ltd (NESRF)
10.72
-0.45
(-4.01%)
USD |
OTCM |
Nov 12, 16:00
Northern Star Resources Max Drawdown (5Y): 61.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.47% |
| September 30, 2024 | 61.47% |
| August 31, 2024 | 61.47% |
| July 31, 2024 | 61.47% |
| June 30, 2024 | 61.47% |
| May 31, 2024 | 61.47% |
| April 30, 2024 | 61.47% |
| March 31, 2024 | 61.47% |
| February 29, 2024 | 61.47% |
| January 31, 2024 | 61.47% |
| December 31, 2023 | 61.47% |
| November 30, 2023 | 61.47% |
| October 31, 2023 | 61.47% |
| September 30, 2023 | 61.47% |
| August 31, 2023 | 61.47% |
| July 31, 2023 | 61.47% |
| June 30, 2023 | 61.47% |
| May 31, 2023 | 61.47% |
| April 30, 2023 | 61.47% |
| March 31, 2023 | 61.47% |
| February 28, 2023 | 61.47% |
| January 31, 2023 | 61.47% |
| December 31, 2022 | 61.47% |
| November 30, 2022 | 61.47% |
| October 31, 2022 | 61.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.47% |
| August 31, 2022 | 61.22% |
| July 31, 2022 | 61.22% |
| June 30, 2022 | 59.22% |
| May 31, 2022 | 51.14% |
| April 30, 2022 | 49.63% |
| March 31, 2022 | 49.63% |
| February 28, 2022 | 49.63% |
| January 31, 2022 | 49.63% |
| December 31, 2021 | 48.35% |
| November 30, 2021 | 48.35% |
| October 31, 2021 | 48.35% |
| September 30, 2021 | 49.89% |
| August 31, 2021 | 49.89% |
| July 31, 2021 | 49.89% |
| June 30, 2021 | 49.89% |
| May 31, 2021 | 49.89% |
| April 30, 2021 | 49.89% |
| March 31, 2021 | 49.89% |
| February 28, 2021 | 49.89% |
| January 31, 2021 | 49.89% |
| December 31, 2020 | 49.89% |
| November 30, 2020 | 49.89% |
| October 31, 2020 | 49.89% |
| September 30, 2020 | 49.89% |
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
48.35%
Minimum
Oct 2021
61.47%
Maximum
Sep 2022
55.37%
Average
50.51%
Median
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 95.62% |
| Harvest Minerals Ltd | -- |
| Nova Minerals Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.032 |
| Beta (5Y) | 1.234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.38% |
| Historical Sharpe Ratio (5Y) | 0.2681 |
| Historical Sortino (5Y) | 0.4659 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.00% |