Aegis Brands Inc. (AEG.TO)
0.40
+0.02
(+5.26%)
CAD |
TSX |
May 07, 16:00
Aegis Brands Max Drawdown (5Y): 92.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.59% |
| March 31, 2024 | 92.59% |
| February 29, 2024 | 92.59% |
| January 31, 2024 | 92.59% |
| December 31, 2023 | 92.59% |
| November 30, 2023 | 92.59% |
| October 31, 2023 | 92.59% |
| September 30, 2023 | 92.59% |
| August 31, 2023 | 92.59% |
| July 31, 2023 | 92.59% |
| June 30, 2023 | 92.59% |
| May 31, 2023 | 92.59% |
| April 30, 2023 | 92.59% |
| March 31, 2023 | 92.59% |
| February 28, 2023 | 92.59% |
| January 31, 2023 | 92.59% |
| December 31, 2022 | 92.59% |
| November 30, 2022 | 92.59% |
| October 31, 2022 | 92.59% |
| September 30, 2022 | 92.59% |
| August 31, 2022 | 92.59% |
| July 31, 2022 | 92.59% |
| June 30, 2022 | 91.36% |
| May 31, 2022 | 88.89% |
| April 30, 2022 | 85.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.72% |
| February 28, 2022 | 82.72% |
| January 31, 2022 | 82.72% |
| December 31, 2021 | 82.72% |
| November 30, 2021 | 82.47% |
| October 31, 2021 | 82.47% |
| September 30, 2021 | 82.47% |
| August 31, 2021 | 82.47% |
| July 31, 2021 | 82.47% |
| June 30, 2021 | 82.47% |
| May 31, 2021 | 82.47% |
| April 30, 2021 | 82.47% |
| March 31, 2021 | 82.47% |
| February 28, 2021 | 82.47% |
| January 31, 2021 | 82.47% |
| December 31, 2020 | 82.47% |
| November 30, 2020 | 82.47% |
| October 31, 2020 | 82.47% |
| September 30, 2020 | 82.47% |
| August 31, 2020 | 82.47% |
| July 31, 2020 | 82.47% |
| June 30, 2020 | 82.47% |
| May 31, 2020 | 82.22% |
| April 30, 2020 | 82.22% |
| March 31, 2020 | 80.49% |
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
78.25%
Minimum
May 2019
92.59%
Maximum
Jul 2022
85.75%
Average
82.47%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Rocky Mountain Liquor Inc | 96.43% |
| PlantX Life Inc | 100.00% |
| Emerge Commerce Ltd | -- |
| Nextech3d AI Corp | -- |
| Green River Gold Corp | 65.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.63 |
| Beta (5Y) | 1.652 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.77% |
| Historical Sharpe Ratio (5Y) | -0.4427 |
| Historical Sortino (5Y) | -0.8479 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.17% |