Atlas Engineered Products Ltd (AEP.V)
1.48
-0.03
(-1.99%)
CAD |
TSXV |
May 06, 15:59
Atlas Engineered Products Max Drawdown (5Y): 77.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.50% |
| March 31, 2024 | 80.00% |
| February 29, 2024 | 83.95% |
| January 31, 2024 | 89.26% |
| December 31, 2023 | 91.67% |
| November 30, 2023 | 91.94% |
| October 31, 2023 | 92.44% |
| September 30, 2023 | 92.92% |
| August 31, 2023 | 92.92% |
| July 31, 2023 | 93.09% |
| June 30, 2023 | 94.00% |
| May 31, 2023 | 94.75% |
| April 30, 2023 | 94.75% |
| March 31, 2023 | 94.75% |
| February 28, 2023 | 95.46% |
| January 31, 2023 | 96.44% |
| December 31, 2022 | 96.89% |
| November 30, 2022 | 96.89% |
| October 31, 2022 | 96.89% |
| September 30, 2022 | 96.89% |
| August 31, 2022 | 96.89% |
| July 31, 2022 | 96.89% |
| June 30, 2022 | 96.89% |
| May 31, 2022 | 96.89% |
| April 30, 2022 | 96.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.89% |
| February 28, 2022 | 96.89% |
| January 31, 2022 | 97.54% |
| December 31, 2021 | 99.34% |
| November 30, 2021 | 99.59% |
| October 31, 2021 | 99.59% |
| September 30, 2021 | 99.59% |
| August 31, 2021 | 99.59% |
| July 31, 2021 | 99.59% |
| June 30, 2021 | 99.59% |
| May 31, 2021 | 99.59% |
| April 30, 2021 | 99.59% |
| March 31, 2021 | 99.59% |
| February 28, 2021 | 99.59% |
| January 31, 2021 | 99.59% |
| December 31, 2020 | 99.59% |
| November 30, 2020 | 99.59% |
| October 31, 2020 | 99.59% |
| September 30, 2020 | 99.59% |
| August 31, 2020 | 99.59% |
| July 31, 2020 | 99.59% |
| June 30, 2020 | 99.59% |
| May 31, 2020 | 99.59% |
| April 30, 2020 | 99.59% |
| March 31, 2020 | 99.60% |
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
77.50%
Minimum
Apr 2024
99.73%
Maximum
May 2019
96.79%
Average
99.59%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Bactech Environmental Corp | 96.43% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 98.70% |
| Newlox Gold Ventures Corp | 85.83% |
| ParcelPal Logistics Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.97 |
| Beta (5Y) | 1.130 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.64% |
| Historical Sharpe Ratio (5Y) | 0.6415 |
| Historical Sortino (5Y) | 1.097 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.17% |