Postmedia Network Canada Corp (PNC.A.TO)
1.37
0.00 (0.00%)
CAD |
TSX |
May 31, 16:00
Postmedia Network Canada Max Drawdown (5Y): 99.30% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.30% |
April 30, 2024 | 99.54% |
March 31, 2024 | 99.54% |
February 29, 2024 | 99.54% |
January 31, 2024 | 99.54% |
December 31, 2023 | 99.54% |
November 30, 2023 | 99.56% |
October 31, 2023 | 99.56% |
September 30, 2023 | 99.56% |
August 31, 2023 | 99.56% |
July 31, 2023 | 99.56% |
June 30, 2023 | 99.56% |
May 31, 2023 | 99.56% |
April 30, 2023 | 99.67% |
March 31, 2023 | 99.67% |
February 28, 2023 | 99.67% |
January 31, 2023 | 99.67% |
December 31, 2022 | 99.67% |
November 30, 2022 | 99.67% |
October 31, 2022 | 99.67% |
September 30, 2022 | 99.67% |
August 31, 2022 | 99.69% |
July 31, 2022 | 99.69% |
June 30, 2022 | 99.73% |
May 31, 2022 | 99.75% |
Date | Value |
---|---|
April 30, 2022 | 99.75% |
March 31, 2022 | 99.75% |
February 28, 2022 | 99.75% |
January 31, 2022 | 99.86% |
December 31, 2021 | 99.86% |
November 30, 2021 | 99.86% |
October 31, 2021 | 99.86% |
September 30, 2021 | 99.92% |
August 31, 2021 | 99.92% |
July 31, 2021 | 99.92% |
June 30, 2021 | 99.92% |
May 31, 2021 | 99.92% |
April 30, 2021 | 99.92% |
March 31, 2021 | 99.92% |
February 28, 2021 | 99.92% |
January 31, 2021 | 99.92% |
December 31, 2020 | 99.92% |
November 30, 2020 | 99.92% |
October 31, 2020 | 99.92% |
September 30, 2020 | 99.92% |
August 31, 2020 | 99.92% |
July 31, 2020 | 99.92% |
June 30, 2020 | 99.92% |
May 31, 2020 | 99.92% |
April 30, 2020 | 99.92% |
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
99.30%
Minimum
May 2024
99.92%
Maximum
Jun 2019
99.78%
Average
99.86%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
FP Newspapers Inc | 92.08% |
Legible Inc | -- |
New Wave Holdings Corp | 99.96% |
Spacefy Inc | 98.53% |
ApartmentLove Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.331 |
Beta (5Y) | 1.054 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.68% |
Historical Sharpe Ratio (5Y) | 0.0155 |
Historical Sortino (5Y) | 0.0378 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.40% |