Atrium Mortgage Investment Corp (AI.TO)

11.03 +0.03 (+0.27%) CAD  |  TSX  |  Dec 24, 16:00
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Atrium Mortgage Investment Max Drawdown (5Y): 53.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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goeasy Ltd 70.44%
Accord Financial Corp 63.00%
Axis Auto Finance Inc 99.32%
Magnetic North Acquisition Corp 98.99%
ECN Capital Corp 77.77%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.836
Beta (5Y) 1.214
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.73%
Historical Sharpe Ratio (5Y) 0.0793
Historical Sortino (5Y) 0.0792
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.17%