Northern Star Resources Ltd (NESRF)

10.60 0.00 (0.00%) USD  |  OTCM  |  Dec 16, 16:00
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Northern Star Resources Max Drawdown (5Y): 61.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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De Grey Mining Ltd 90.46%
BHP Group Ltd 43.85%
Danakali Ltd 82.42%
Fertoz Ltd 95.62%
Nova Minerals Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.636
Beta (5Y) 1.210
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.89%
Historical Sharpe Ratio (5Y) 0.2625
Historical Sortino (5Y) 0.4526
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.00%