Northern Star Resources Ltd (NESRF)
9.76
-0.10
(-1.01%)
USD |
OTCM |
May 17, 16:00
Northern Star Resources Max Drawdown (5Y): 61.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 49.89% |
July 31, 2020 | 49.89% |
June 30, 2020 | 49.89% |
May 31, 2020 | 49.89% |
April 30, 2020 | 49.89% |
March 31, 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
54.26%
Average
49.89%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Fertoz Ltd | 75.00% |
Harvest Minerals Ltd | -- |
Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.504 |
Beta (5Y) | 1.203 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.07% |
Historical Sharpe Ratio (5Y) | 0.2366 |
Historical Sortino (5Y) | 0.4273 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.59% |