Clarke Inc (CKI.TO)
17.50
+0.05
(+0.29%)
CAD |
TSX |
May 31, 16:00
Clarke Max Drawdown (5Y): 49.26% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 49.26% |
April 30, 2024 | 49.26% |
March 31, 2024 | 49.26% |
February 29, 2024 | 49.26% |
January 31, 2024 | 49.26% |
December 31, 2023 | 49.26% |
November 30, 2023 | 49.26% |
October 31, 2023 | 49.26% |
September 30, 2023 | 49.26% |
August 31, 2023 | 49.26% |
July 31, 2023 | 49.26% |
June 30, 2023 | 49.26% |
May 31, 2023 | 49.26% |
April 30, 2023 | 49.26% |
March 31, 2023 | 49.26% |
February 28, 2023 | 49.26% |
January 31, 2023 | 49.26% |
December 31, 2022 | 49.26% |
November 30, 2022 | 49.26% |
October 31, 2022 | 49.26% |
September 30, 2022 | 49.26% |
August 31, 2022 | 49.26% |
July 31, 2022 | 49.26% |
June 30, 2022 | 49.26% |
May 31, 2022 | 49.26% |
Date | Value |
---|---|
April 30, 2022 | 49.26% |
March 31, 2022 | 49.26% |
February 28, 2022 | 49.26% |
January 31, 2022 | 49.26% |
December 31, 2021 | 49.26% |
November 30, 2021 | 49.26% |
October 31, 2021 | 49.26% |
September 30, 2021 | 49.26% |
August 31, 2021 | 49.26% |
July 31, 2021 | 49.26% |
June 30, 2021 | 49.26% |
May 31, 2021 | 49.26% |
April 30, 2021 | 49.26% |
March 31, 2021 | 49.26% |
February 28, 2021 | 49.26% |
January 31, 2021 | 49.26% |
December 31, 2020 | 49.26% |
November 30, 2020 | 49.26% |
October 31, 2020 | 49.26% |
September 30, 2020 | 49.26% |
August 31, 2020 | 49.26% |
July 31, 2020 | 49.26% |
June 30, 2020 | 49.26% |
May 31, 2020 | 49.26% |
April 30, 2020 | 44.83% |
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
22.13%
Minimum
Jun 2019
49.26%
Maximum
May 2020
45.02%
Average
49.26%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Green River Gold Corp | 65.00% |
Peekaboo Beans Inc | 98.64% |
Aether Catalyst Solutions Inc | 93.33% |
PlantX Life Inc | 100.00% |
Nextech3d AI Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.404 |
Beta (5Y) | 0.7976 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.82% |
Historical Sharpe Ratio (5Y) | 0.4646 |
Historical Sortino (5Y) | 0.5281 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |