Loop Industries Inc (LOOP)
2.73
-0.08
(-2.85%)
USD |
NASDAQ |
May 15, 14:32
Loop Industries Max Drawdown (5Y): 89.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.43% |
| March 31, 2024 | 89.43% |
| February 29, 2024 | 89.43% |
| January 31, 2024 | 89.43% |
| December 31, 2023 | 89.43% |
| November 30, 2023 | 89.43% |
| October 31, 2023 | 89.43% |
| September 30, 2023 | 89.43% |
| August 31, 2023 | 89.43% |
| July 31, 2023 | 89.43% |
| June 30, 2023 | 89.43% |
| May 31, 2023 | 89.43% |
| April 30, 2023 | 89.43% |
| March 31, 2023 | 89.43% |
| February 28, 2023 | 88.21% |
| January 31, 2023 | 88.15% |
| December 31, 2022 | 88.15% |
| November 30, 2022 | 85.56% |
| October 31, 2022 | 85.56% |
| September 30, 2022 | 79.10% |
| August 31, 2022 | 79.10% |
| July 31, 2022 | 79.10% |
| June 30, 2022 | 79.10% |
| May 31, 2022 | 72.60% |
| April 30, 2022 | 68.07% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.07% |
| February 28, 2022 | 68.07% |
| January 31, 2022 | 68.07% |
| December 31, 2021 | 68.07% |
| November 30, 2021 | 68.07% |
| October 31, 2021 | 68.07% |
| September 30, 2021 | 68.07% |
| August 31, 2021 | 68.07% |
| July 31, 2021 | 68.07% |
| June 30, 2021 | 68.07% |
| May 31, 2021 | 68.07% |
| April 30, 2021 | 68.07% |
| March 31, 2021 | 68.07% |
| February 28, 2021 | 68.07% |
| January 31, 2021 | 68.07% |
| December 31, 2020 | 68.07% |
| November 30, 2020 | 68.07% |
| October 31, 2020 | 68.07% |
| September 30, 2020 | 65.83% |
| August 31, 2020 | 65.83% |
| July 31, 2020 | 65.83% |
| June 30, 2020 | 65.83% |
| May 31, 2020 | 65.83% |
| April 30, 2020 | 65.83% |
| March 31, 2020 | 65.83% |
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
63.81%
Minimum
May 2019
89.43%
Maximum
Mar 2023
74.48%
Average
68.07%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Enertopia Corp | 97.25% |
| Austin Gold Corp | -- |
| Yield10 Bioscience Inc | 99.99% |
| United States Antimony Corp | 89.76% |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.47 |
| Beta (5Y) | 1.411 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.54% |
| Historical Sharpe Ratio (5Y) | -0.2549 |
| Historical Sortino (5Y) | -0.4527 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.13% |