Accord Financial Corp (ACD.TO)
4.00
0.00 (0.00%)
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TSX |
Nov 22, 13:47
Accord Financial Max Drawdown (5Y): 62.81% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 62.81% |
| August 31, 2024 | 62.81% |
| July 31, 2024 | 62.81% |
| June 30, 2024 | 62.81% |
| May 31, 2024 | 62.81% |
| April 30, 2024 | 62.81% |
| March 31, 2024 | 62.81% |
| February 29, 2024 | 62.81% |
| January 31, 2024 | 62.81% |
| December 31, 2023 | 62.81% |
| November 30, 2023 | 62.81% |
| October 31, 2023 | 62.81% |
| September 30, 2023 | 62.81% |
| August 31, 2023 | 62.81% |
| July 31, 2023 | 62.81% |
| June 30, 2023 | 62.81% |
| May 31, 2023 | 62.81% |
| April 30, 2023 | 62.81% |
| March 31, 2023 | 62.81% |
| February 28, 2023 | 62.81% |
| January 31, 2023 | 62.81% |
| December 31, 2022 | 62.81% |
| November 30, 2022 | 62.81% |
| October 31, 2022 | 62.81% |
| September 30, 2022 | 62.81% |
| Date | Value |
|---|---|
| August 31, 2022 | 62.81% |
| July 31, 2022 | 62.81% |
| June 30, 2022 | 62.81% |
| May 31, 2022 | 62.81% |
| April 30, 2022 | 62.81% |
| March 31, 2022 | 62.81% |
| February 28, 2022 | 62.81% |
| January 31, 2022 | 62.81% |
| December 31, 2021 | 62.81% |
| November 30, 2021 | 62.81% |
| October 31, 2021 | 62.81% |
| September 30, 2021 | 62.81% |
| August 31, 2021 | 62.81% |
| July 31, 2021 | 62.81% |
| June 30, 2021 | 62.81% |
| May 31, 2021 | 62.81% |
| April 30, 2021 | 62.81% |
| March 31, 2021 | 62.81% |
| February 28, 2021 | 62.81% |
| January 31, 2021 | 62.81% |
| December 31, 2020 | 62.81% |
| November 30, 2020 | 62.81% |
| October 31, 2020 | 62.81% |
| September 30, 2020 | 62.81% |
| August 31, 2020 | 62.81% |
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
25.97%
Minimum
Nov 2019
62.81%
Maximum
Apr 2020
60.26%
Average
62.81%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| goeasy Ltd | 70.44% |
| Axis Auto Finance Inc | 98.63% |
| Magnetic North Acquisition Corp | -- |
| ECN Capital Corp | 77.77% |
| Atrium Mortgage Investment Corp | 53.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.68 |
| Beta (5Y) | 1.404 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.60% |
| Historical Sharpe Ratio (5Y) | -0.3794 |
| Historical Sortino (5Y) | -0.4945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.40% |