NexGen Energy Ltd (NXE)
7.505
-0.28
(-3.53%)
USD |
NYSE |
Jun 03, 16:00
7.505
0.00 (0.00%)
After-Hours: 18:54
NexGen Energy Max Drawdown (5Y): 82.98% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 82.98% |
July 31, 2020 | 82.98% |
June 30, 2020 | 82.98% |
May 31, 2020 | 82.98% |
April 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
56.90%
Minimum
Jun 2019
82.98%
Maximum
Mar 2020
80.14%
Average
82.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Uranium Energy Corp | 87.15% |
Centrus Energy Corp | 78.23% |
Strata Power Corp | 99.65% |
FEC Resources Inc | 98.38% |
Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.26 |
Beta (5Y) | 1.916 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.90% |
Historical Sharpe Ratio (5Y) | 0.5627 |
Historical Sortino (5Y) | 1.178 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.91% |