Atrium Mortgage Investment Corp (AI.TO)
11.09
-0.14
(-1.25%)
CAD |
TSX |
May 07, 14:24
Atrium Mortgage Investment Max Drawdown (5Y): 53.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.30% |
March 31, 2024 | 53.30% |
February 29, 2024 | 53.30% |
January 31, 2024 | 53.30% |
December 31, 2023 | 53.30% |
November 30, 2023 | 53.30% |
October 31, 2023 | 53.30% |
September 30, 2023 | 53.30% |
August 31, 2023 | 53.30% |
July 31, 2023 | 53.30% |
June 30, 2023 | 53.30% |
May 31, 2023 | 53.30% |
April 30, 2023 | 53.30% |
March 31, 2023 | 53.30% |
February 28, 2023 | 53.30% |
January 31, 2023 | 53.30% |
December 31, 2022 | 53.30% |
November 30, 2022 | 53.30% |
October 31, 2022 | 53.30% |
September 30, 2022 | 53.30% |
August 31, 2022 | 53.30% |
July 31, 2022 | 53.30% |
June 30, 2022 | 53.30% |
May 31, 2022 | 53.30% |
April 30, 2022 | 53.30% |
Date | Value |
---|---|
March 31, 2022 | 53.30% |
February 28, 2022 | 53.30% |
January 31, 2022 | 53.30% |
December 31, 2021 | 53.30% |
November 30, 2021 | 53.30% |
October 31, 2021 | 53.30% |
September 30, 2021 | 53.30% |
August 31, 2021 | 53.30% |
July 31, 2021 | 53.30% |
June 30, 2021 | 53.30% |
May 31, 2021 | 53.30% |
April 30, 2021 | 53.30% |
March 31, 2021 | 53.30% |
February 28, 2021 | 53.30% |
January 31, 2021 | 53.30% |
December 31, 2020 | 53.30% |
November 30, 2020 | 53.30% |
October 31, 2020 | 53.30% |
September 30, 2020 | 53.30% |
August 31, 2020 | 53.30% |
July 31, 2020 | 53.30% |
June 30, 2020 | 53.30% |
May 31, 2020 | 53.30% |
April 30, 2020 | 53.30% |
March 31, 2020 | 53.30% |
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
14.47%
Minimum
May 2019
53.30%
Maximum
Mar 2020
46.83%
Average
53.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Accord Financial Corp | 62.81% |
goeasy Ltd | 70.44% |
Axis Auto Finance Inc | 93.15% |
Magnetic North Acquisition Corp | 98.99% |
ECN Capital Corp | 77.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.156 |
Beta (5Y) | 1.232 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.57% |
Historical Sharpe Ratio (5Y) | 0.095 |
Historical Sortino (5Y) | 0.0897 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.17% |