NexGen Mining Inc (NXGM)
0.108
0.00 (0.00%)
USD |
OTCM |
May 08, 10:29
NexGen Mining Max Drawdown (5Y): 96.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.92% |
March 31, 2024 | 96.92% |
February 29, 2024 | 96.92% |
January 31, 2024 | 96.92% |
December 31, 2023 | 96.92% |
November 30, 2023 | 97.33% |
October 31, 2023 | 97.33% |
September 30, 2023 | 97.36% |
August 31, 2023 | 97.36% |
July 31, 2023 | 97.36% |
June 30, 2023 | 97.36% |
May 31, 2023 | 97.36% |
April 30, 2023 | 97.36% |
March 31, 2023 | 97.36% |
February 28, 2023 | 97.36% |
January 31, 2023 | 97.36% |
December 31, 2022 | 97.36% |
November 30, 2022 | 97.36% |
October 31, 2022 | 97.36% |
September 30, 2022 | 98.95% |
August 31, 2022 | 98.95% |
July 31, 2022 | 98.95% |
June 30, 2022 | 98.95% |
May 31, 2022 | 98.95% |
April 30, 2022 | 98.95% |
Date | Value |
---|---|
March 31, 2022 | 98.95% |
February 28, 2022 | 98.95% |
January 31, 2022 | 98.95% |
December 31, 2021 | 98.95% |
November 30, 2021 | 98.95% |
October 31, 2021 | 98.95% |
September 30, 2021 | 98.95% |
August 31, 2021 | 98.95% |
July 31, 2021 | 98.95% |
June 30, 2021 | 98.95% |
May 31, 2021 | 98.95% |
April 30, 2021 | 98.95% |
March 31, 2021 | 98.95% |
February 28, 2021 | 98.95% |
January 31, 2021 | 98.95% |
December 31, 2020 | 98.95% |
November 30, 2020 | 98.95% |
October 31, 2020 | 98.95% |
September 30, 2020 | 98.95% |
August 31, 2020 | 98.95% |
July 31, 2020 | 98.95% |
June 30, 2020 | 98.95% |
May 31, 2020 | 98.95% |
April 30, 2020 | 98.95% |
March 31, 2020 | 98.95% |
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
96.92%
Minimum
Dec 2023
98.95%
Maximum
May 2019
98.41%
Average
98.95%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Rare Element Resources Ltd | 96.21% |
Vista Gold Corp | 81.58% |
Gold Resource Corp | 95.74% |
Contango Ore Inc | 72.87% |
Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9585 |
Beta (5Y) | 2.410 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 342.5% |
Historical Sharpe Ratio (5Y) | 0.0756 |
Historical Sortino (5Y) | 0.4093 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.32% |