NexGen Energy Ltd (NXE)
8.88
+0.15
(+1.72%)
USD |
NYSE |
Nov 22, 16:00
8.86
-0.02
(-0.23%)
After-Hours: 20:00
NexGen Energy Max Drawdown (5Y): 82.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.98% |
| September 30, 2024 | 82.98% |
| August 31, 2024 | 82.98% |
| July 31, 2024 | 82.98% |
| June 30, 2024 | 82.98% |
| May 31, 2024 | 82.98% |
| April 30, 2024 | 82.98% |
| March 31, 2024 | 82.98% |
| February 29, 2024 | 82.98% |
| January 31, 2024 | 82.98% |
| December 31, 2023 | 82.98% |
| November 30, 2023 | 82.98% |
| October 31, 2023 | 82.98% |
| September 30, 2023 | 82.98% |
| August 31, 2023 | 82.98% |
| July 31, 2023 | 82.98% |
| June 30, 2023 | 82.98% |
| May 31, 2023 | 82.98% |
| April 30, 2023 | 82.98% |
| March 31, 2023 | 82.98% |
| February 28, 2023 | 82.98% |
| January 31, 2023 | 82.98% |
| December 31, 2022 | 82.98% |
| November 30, 2022 | 82.98% |
| October 31, 2022 | 82.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.98% |
| August 31, 2022 | 82.98% |
| July 31, 2022 | 82.98% |
| June 30, 2022 | 82.98% |
| May 31, 2022 | 82.98% |
| April 30, 2022 | 82.98% |
| March 31, 2022 | 82.98% |
| February 28, 2022 | 82.98% |
| January 31, 2022 | 82.98% |
| December 31, 2021 | 82.98% |
| November 30, 2021 | 82.98% |
| October 31, 2021 | 82.98% |
| September 30, 2021 | 82.98% |
| August 31, 2021 | 82.98% |
| July 31, 2021 | 82.98% |
| June 30, 2021 | 82.98% |
| May 31, 2021 | 82.98% |
| April 30, 2021 | 82.98% |
| March 31, 2021 | 82.98% |
| February 28, 2021 | 82.98% |
| January 31, 2021 | 82.98% |
| December 31, 2020 | 82.98% |
| November 30, 2020 | 82.98% |
| October 31, 2020 | 82.98% |
| September 30, 2020 | 82.98% |
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
64.71%
Minimum
Nov 2019
82.98%
Maximum
Mar 2020
81.90%
Average
82.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Uranium Energy Corp | 87.15% |
| Centrus Energy Corp | 78.23% |
| Gran Tierra Energy Inc | 95.30% |
| Strata Power Corp | 99.65% |
| Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.82 |
| Beta (5Y) | 1.896 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.45% |
| Historical Sharpe Ratio (5Y) | 0.6004 |
| Historical Sortino (5Y) | 1.297 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.47% |