NexGen Energy Ltd (NXE.TO)
12.22
+0.02
(+0.12%)
CAD |
TSX |
Nov 22, 11:17
NexGen Energy Max Drawdown (5Y): 81.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 81.00% |
| August 31, 2024 | 81.00% |
| July 31, 2024 | 81.00% |
| June 30, 2024 | 81.00% |
| May 31, 2024 | 81.00% |
| April 30, 2024 | 81.00% |
| March 31, 2024 | 81.00% |
| February 29, 2024 | 81.00% |
| January 31, 2024 | 81.00% |
| December 31, 2023 | 81.00% |
| November 30, 2023 | 81.00% |
| October 31, 2023 | 81.00% |
| September 30, 2023 | 81.00% |
| August 31, 2023 | 81.00% |
| July 31, 2023 | 81.00% |
| June 30, 2023 | 81.00% |
| May 31, 2023 | 81.00% |
| April 30, 2023 | 81.00% |
| March 31, 2023 | 81.00% |
| February 28, 2023 | 81.00% |
| January 31, 2023 | 81.00% |
| December 31, 2022 | 81.00% |
| November 30, 2022 | 81.00% |
| October 31, 2022 | 81.00% |
| September 30, 2022 | 81.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 81.00% |
| July 31, 2022 | 81.00% |
| June 30, 2022 | 81.00% |
| May 31, 2022 | 81.00% |
| April 30, 2022 | 81.00% |
| March 31, 2022 | 81.00% |
| February 28, 2022 | 81.00% |
| January 31, 2022 | 81.00% |
| December 31, 2021 | 81.00% |
| November 30, 2021 | 81.00% |
| October 31, 2021 | 81.00% |
| September 30, 2021 | 81.00% |
| August 31, 2021 | 81.00% |
| July 31, 2021 | 81.00% |
| June 30, 2021 | 81.00% |
| May 31, 2021 | 81.00% |
| April 30, 2021 | 81.00% |
| March 31, 2021 | 81.00% |
| February 28, 2021 | 81.00% |
| January 31, 2021 | 81.00% |
| December 31, 2020 | 81.00% |
| November 30, 2020 | 81.00% |
| October 31, 2020 | 81.00% |
| September 30, 2020 | 81.00% |
| August 31, 2020 | 81.00% |
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
65.08%
Minimum
Nov 2019
81.00%
Maximum
Mar 2020
80.07%
Average
81.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Anfield Energy Inc | 98.39% |
| Cameco Corp | 54.79% |
| Denison Mines Corp | 73.39% |
| Purepoint Uranium Group Inc | 89.19% |
| Fission Uranium Corp | 89.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.11 |
| Beta (5Y) | 1.725 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.88% |
| Historical Sharpe Ratio (5Y) | 0.5876 |
| Historical Sortino (5Y) | 1.330 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.84% |