NGEx Minerals Ltd (NGEX.TO)

13.22 -0.10 (-0.75%) CAD  |  TSX  |  Dec 20, 16:00
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NGEx Minerals Max Drawdown (5Y): 66.75% 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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Lundin Mining Corp 57.65%
Hudbay Minerals Inc 84.00%
First Quantum Minerals Ltd 78.27%
Capstone Copper Corp 80.23%
Imperial Metals Corp 91.78%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 91.48
Beta (5Y) 1.897
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 75.62%
Historical Sharpe Ratio (5Y) 1.455
Historical Sortino (5Y) 3.389
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.82%