Sprott Physical Uranium Trust (U.UN.TO)
31.20
-0.21
(-0.67%)
CAD |
TSX |
May 03, 16:00
Sprott Physical Uranium Trust Max Drawdown (5Y): 42.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 46.54% |
June 30, 2020 | 47.50% |
May 31, 2020 | 47.50% |
April 30, 2020 | 47.50% |
March 31, 2020 | 47.50% |
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
May 2019
44.08%
Average
42.44%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Cameco Corp | 54.79% |
Mega Uranium Ltd | 83.87% |
ALX Resources Corp | 90.00% |
Appia Rare Earths & Uranium Corp | 91.88% |
Western Uranium & Vanadium Corp | 93.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 23.50 |
Beta (5Y) | 0.2987 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.19% |
Historical Sharpe Ratio (5Y) | 0.6363 |
Historical Sortino (5Y) | 1.467 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.48% |