Ur-Energy Inc (URE.TO)
2.44
+0.01
(+0.41%)
CAD |
TSX |
May 03, 16:00
Ur-Energy Max Drawdown (5Y): 67.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.32% |
| March 31, 2024 | 67.32% |
| February 29, 2024 | 67.32% |
| January 31, 2024 | 67.32% |
| December 31, 2023 | 67.32% |
| November 30, 2023 | 67.32% |
| October 31, 2023 | 67.32% |
| September 30, 2023 | 67.32% |
| August 31, 2023 | 67.32% |
| July 31, 2023 | 67.32% |
| June 30, 2023 | 67.32% |
| May 31, 2023 | 67.32% |
| April 30, 2023 | 67.32% |
| March 31, 2023 | 67.32% |
| February 28, 2023 | 67.32% |
| January 31, 2023 | 67.32% |
| December 31, 2022 | 67.32% |
| November 30, 2022 | 67.32% |
| October 31, 2022 | 67.32% |
| September 30, 2022 | 67.32% |
| August 31, 2022 | 68.37% |
| July 31, 2022 | 70.23% |
| June 30, 2022 | 70.23% |
| May 31, 2022 | 70.23% |
| April 30, 2022 | 70.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.23% |
| February 28, 2022 | 70.23% |
| January 31, 2022 | 70.23% |
| December 31, 2021 | 70.23% |
| November 30, 2021 | 70.23% |
| October 31, 2021 | 70.23% |
| September 30, 2021 | 72.56% |
| August 31, 2021 | 73.95% |
| July 31, 2021 | 73.95% |
| June 30, 2021 | 73.95% |
| May 31, 2021 | 73.95% |
| April 30, 2021 | 73.95% |
| March 31, 2021 | 73.95% |
| February 28, 2021 | 73.95% |
| January 31, 2021 | 73.95% |
| December 31, 2020 | 73.95% |
| November 30, 2020 | 73.95% |
| October 31, 2020 | 73.95% |
| September 30, 2020 | 78.06% |
| August 31, 2020 | 80.67% |
| July 31, 2020 | 80.67% |
| June 30, 2020 | 80.67% |
| May 31, 2020 | 80.67% |
| April 30, 2020 | 80.67% |
| March 31, 2020 | 80.67% |
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
67.32%
Minimum
Sep 2022
80.67%
Maximum
May 2019
72.87%
Average
70.23%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Energy Fuels Inc | 82.45% |
| enCore Energy Corp | 64.29% |
| Radio Fuels Energy Corp | -- |
| Madison Metals Inc | -- |
| Oberon Uranium Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.632 |
| Beta (5Y) | 1.107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.79% |
| Historical Sharpe Ratio (5Y) | 0.2117 |
| Historical Sortino (5Y) | 0.4554 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.21% |