Northern Uranium Corp (UNO.H.V)
0.01
0.00 (0.00%)
CAD |
TSXV |
May 31, 16:00
Northern Uranium Max Drawdown (5Y): 94.44% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 94.44% |
April 30, 2024 | 95.24% |
March 31, 2024 | 95.45% |
February 29, 2024 | 96.15% |
January 31, 2024 | 96.15% |
December 31, 2023 | 97.14% |
November 30, 2023 | 97.50% |
October 31, 2023 | 97.50% |
September 30, 2023 | 97.50% |
August 31, 2023 | 97.50% |
July 31, 2023 | 97.50% |
June 30, 2023 | 97.50% |
May 31, 2023 | 97.50% |
April 30, 2023 | 97.50% |
March 31, 2023 | 97.50% |
February 28, 2023 | 97.50% |
January 31, 2023 | 97.50% |
December 31, 2022 | 97.50% |
November 30, 2022 | 97.50% |
October 31, 2022 | 97.50% |
September 30, 2022 | 97.50% |
August 31, 2022 | 97.50% |
July 31, 2022 | 97.50% |
June 30, 2022 | 97.50% |
May 31, 2022 | 97.50% |
Date | Value |
---|---|
April 30, 2022 | 97.50% |
March 31, 2022 | 97.50% |
February 28, 2022 | 97.50% |
January 31, 2022 | 97.50% |
December 31, 2021 | 97.50% |
November 30, 2021 | 97.50% |
October 31, 2021 | 97.50% |
September 30, 2021 | 97.50% |
August 31, 2021 | 97.50% |
July 31, 2021 | 97.50% |
June 30, 2021 | 97.50% |
May 31, 2021 | 97.50% |
April 30, 2021 | 97.50% |
March 31, 2021 | 97.50% |
February 28, 2021 | 97.50% |
January 31, 2021 | 97.50% |
December 31, 2020 | 97.50% |
November 30, 2020 | 97.50% |
October 31, 2020 | 97.50% |
September 30, 2020 | 97.50% |
August 31, 2020 | 97.50% |
July 31, 2020 | 97.50% |
June 30, 2020 | 97.50% |
May 31, 2020 | 97.50% |
April 30, 2020 | 97.50% |
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
94.44%
Minimum
May 2024
97.50%
Maximum
Jun 2019
97.33%
Average
97.50%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Mega Uranium Ltd | 83.87% |
ALX Resources Corp | 90.00% |
Appia Rare Earths & Uranium Corp | 91.88% |
Western Uranium & Vanadium Corp | 93.60% |
Sprott Physical Uranium Trust | 42.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.918 |
Beta (5Y) | 0.4709 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 142.1% |
Historical Sharpe Ratio (5Y) | 0.0898 |
Historical Sortino (5Y) | 0.2497 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |