Sprott Physical Uranium Trust (U.UN.TO)
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+0.85
(+3.33%)
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Nov 15, 16:00
Sprott Physical Uranium Trust Max Drawdown (5Y): 42.44% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 42.44% |
| August 31, 2024 | 42.44% |
| July 31, 2024 | 42.44% |
| June 30, 2024 | 42.44% |
| May 31, 2024 | 42.44% |
| April 30, 2024 | 42.44% |
| March 31, 2024 | 42.44% |
| February 29, 2024 | 42.44% |
| January 31, 2024 | 42.44% |
| December 31, 2023 | 42.44% |
| November 30, 2023 | 42.44% |
| October 31, 2023 | 42.44% |
| September 30, 2023 | 42.44% |
| August 31, 2023 | 42.44% |
| July 31, 2023 | 42.44% |
| June 30, 2023 | 42.44% |
| May 31, 2023 | 42.44% |
| April 30, 2023 | 42.44% |
| March 31, 2023 | 42.44% |
| February 28, 2023 | 42.44% |
| January 31, 2023 | 42.44% |
| December 31, 2022 | 42.44% |
| November 30, 2022 | 42.44% |
| October 31, 2022 | 42.44% |
| September 30, 2022 | 42.44% |
| Date | Value |
|---|---|
| August 31, 2022 | 42.44% |
| July 31, 2022 | 42.44% |
| June 30, 2022 | 42.44% |
| May 31, 2022 | 42.44% |
| April 30, 2022 | 42.44% |
| March 31, 2022 | 42.44% |
| February 28, 2022 | 42.44% |
| January 31, 2022 | 42.44% |
| December 31, 2021 | 42.44% |
| November 30, 2021 | 42.44% |
| October 31, 2021 | 42.44% |
| September 30, 2021 | 42.44% |
| August 31, 2021 | 44.09% |
| July 31, 2021 | 44.09% |
| June 30, 2021 | 44.09% |
| May 31, 2021 | 44.09% |
| April 30, 2021 | 44.09% |
| March 31, 2021 | 44.09% |
| February 28, 2021 | 44.09% |
| January 31, 2021 | 44.09% |
| December 31, 2020 | 44.09% |
| November 30, 2020 | 44.09% |
| October 31, 2020 | 44.09% |
| September 30, 2020 | 44.09% |
| August 31, 2020 | 46.01% |
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
42.44%
Minimum
Sep 2021
47.50%
Maximum
Nov 2019
43.59%
Average
42.44%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Mega Uranium Ltd | 83.87% |
| ALX Resources Corp | 90.00% |
| Northern Uranium Corp | 94.50% |
| Appia Rare Earths & Uranium Corp | 94.02% |
| Western Uranium & Vanadium Corp | 93.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.17 |
| Beta (5Y) | 0.3126 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.10% |
| Historical Sharpe Ratio (5Y) | 0.5579 |
| Historical Sortino (5Y) | 1.294 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |