NexGen Energy Ltd (NXE.TO)

9.95 -0.10 (-1.00%) CAD  |  TSX  |  Dec 24, 13:00
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NexGen Energy Max Drawdown (5Y): 81.00% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Purepoint Uranium Group Inc 89.19%
Anfield Energy Inc 98.39%
Denison Mines Corp 75.21%
Cameco Corp 58.92%
Fission Uranium Corp 90.67%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 27.45
Beta (5Y) 1.743
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.46%
Historical Sharpe Ratio (5Y) 0.7125
Historical Sortino (5Y) 1.600
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.84%