Nouveau Monde Graphite Inc (NMG)
2.04
0.00 (0.00%)
USD |
NYSE |
May 03, 15:30
Nouveau Monde Graphite Max Drawdown (5Y): 90.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 75.68% |
July 31, 2020 | 75.68% |
June 30, 2020 | 75.68% |
May 31, 2020 | 75.68% |
April 30, 2020 | 75.68% |
March 31, 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
58.90%
Minimum
May 2019
90.82%
Maximum
Feb 2024
77.50%
Average
75.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Nuinsco Resources Ltd | 93.62% |
CanXGold Mining Corp | 99.92% |
Stornoway Diamond Corp | 100.00% |
TMC The Metals Co Inc | -- |
Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.68 |
Beta (5Y) | 1.376 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.9% |
Historical Sharpe Ratio (5Y) | 0.0063 |
Historical Sortino (5Y) | 0.0195 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.23% |