Nouveau Monde Graphite Inc (NMG)
1.41
0.00 (0.00%)
USD |
NYSE |
Nov 05, 09:44
Nouveau Monde Graphite Max Drawdown (5Y): 93.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.57% |
| September 30, 2024 | 93.57% |
| August 31, 2024 | 93.57% |
| July 31, 2024 | 92.56% |
| June 30, 2024 | 90.97% |
| May 31, 2024 | 90.82% |
| April 30, 2024 | 90.82% |
| March 31, 2024 | 90.82% |
| February 29, 2024 | 90.82% |
| January 31, 2024 | 90.43% |
| December 31, 2023 | 90.43% |
| November 30, 2023 | 90.43% |
| October 31, 2023 | 90.43% |
| September 30, 2023 | 88.99% |
| August 31, 2023 | 87.68% |
| July 31, 2023 | 86.47% |
| June 30, 2023 | 85.41% |
| May 31, 2023 | 85.27% |
| April 30, 2023 | 83.19% |
| March 31, 2023 | 83.19% |
| February 28, 2023 | 83.19% |
| January 31, 2023 | 83.19% |
| December 31, 2022 | 83.19% |
| November 30, 2022 | 83.19% |
| October 31, 2022 | 83.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.19% |
| August 31, 2022 | 83.19% |
| July 31, 2022 | 83.19% |
| June 30, 2022 | 76.67% |
| May 31, 2022 | 76.14% |
| April 30, 2022 | 75.68% |
| March 31, 2022 | 75.68% |
| February 28, 2022 | 75.68% |
| January 31, 2022 | 75.68% |
| December 31, 2021 | 75.68% |
| November 30, 2021 | 75.68% |
| October 31, 2021 | 75.68% |
| September 30, 2021 | 75.68% |
| August 31, 2021 | 75.68% |
| July 31, 2021 | 75.68% |
| June 30, 2021 | 75.68% |
| May 31, 2021 | 75.68% |
| April 30, 2021 | 75.68% |
| March 31, 2021 | 75.68% |
| February 28, 2021 | 75.68% |
| January 31, 2021 | 75.68% |
| December 31, 2020 | 75.68% |
| November 30, 2020 | 75.68% |
| October 31, 2020 | 75.68% |
| September 30, 2020 | 75.68% |
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
65.95%
Minimum
Nov 2019
93.57%
Maximum
Aug 2024
80.65%
Average
75.91%
Median
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 95.04% |
| TMC The Metals Co Inc | -- |
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.07 |
| Beta (5Y) | 1.452 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.4% |
| Historical Sharpe Ratio (5Y) | -0.0419 |
| Historical Sortino (5Y) | -0.1292 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.27% |