NioCorp Developments Ltd (NB)
2.32
-0.03
(-1.28%)
USD |
NASDAQ |
May 31, 16:00
2.33
+0.01
(+0.43%)
After-Hours: 20:00
NioCorp Developments Max Drawdown (5Y): 85.29% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 85.29% |
April 30, 2024 | 85.07% |
March 31, 2024 | 82.94% |
February 29, 2024 | 82.94% |
January 31, 2024 | 78.38% |
December 31, 2023 | 78.24% |
November 30, 2023 | 76.84% |
October 31, 2023 | 75.15% |
September 30, 2023 | 74.41% |
August 31, 2023 | 73.68% |
July 31, 2023 | 73.31% |
June 30, 2023 | 73.31% |
May 31, 2023 | 73.31% |
April 30, 2023 | 73.31% |
March 31, 2023 | 73.31% |
February 28, 2023 | 73.31% |
January 31, 2023 | 73.31% |
December 31, 2022 | 73.31% |
November 30, 2022 | 73.31% |
October 31, 2022 | 73.31% |
September 30, 2022 | 79.74% |
August 31, 2022 | 79.74% |
July 31, 2022 | 79.74% |
June 30, 2022 | 79.74% |
May 31, 2022 | 79.74% |
Date | Value |
---|---|
April 30, 2022 | 79.74% |
March 31, 2022 | 79.74% |
February 28, 2022 | 79.74% |
January 31, 2022 | 79.74% |
December 31, 2021 | 79.74% |
November 30, 2021 | 79.74% |
October 31, 2021 | 79.74% |
September 30, 2021 | 79.74% |
August 31, 2021 | 79.74% |
July 31, 2021 | 79.74% |
June 30, 2021 | 79.74% |
May 31, 2021 | 79.74% |
April 30, 2021 | 79.74% |
March 31, 2021 | 79.74% |
February 28, 2021 | 79.74% |
January 31, 2021 | 79.74% |
December 31, 2020 | 79.74% |
November 30, 2020 | 79.74% |
October 31, 2020 | 79.74% |
September 30, 2020 | 79.74% |
August 31, 2020 | 79.74% |
July 31, 2020 | 79.74% |
June 30, 2020 | 79.74% |
May 31, 2020 | 79.74% |
April 30, 2020 | 79.74% |
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
73.31%
Minimum
Oct 2022
85.29%
Maximum
May 2024
78.59%
Average
79.74%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Star Gold Corp | 95.98% |
Rocky Mountain Industrials Inc | -- |
MP Materials Corp | -- |
United States Lime & Minerals Inc | 34.95% |
United States Antimony Corp | 89.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.87 |
Beta (5Y) | 0.2755 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.67% |
Historical Sharpe Ratio (5Y) | -0.2402 |
Historical Sortino (5Y) | -0.4777 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.55% |