Atrium Mortgage Investment Corp (AI.TO)
11.26
+0.05
(+0.45%)
CAD |
TSX |
Nov 22, 16:00
Atrium Mortgage Investment Max Drawdown (5Y): 53.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.30% |
| September 30, 2024 | 53.30% |
| August 31, 2024 | 53.30% |
| July 31, 2024 | 53.30% |
| June 30, 2024 | 53.30% |
| May 31, 2024 | 53.30% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
53.30%
Maximum
Mar 2020
50.71%
Average
53.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| goeasy Ltd | 70.44% |
| Accord Financial Corp | 62.81% |
| Axis Auto Finance Inc | 98.63% |
| Magnetic North Acquisition Corp | -- |
| ECN Capital Corp | 77.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.356 |
| Beta (5Y) | 1.231 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.76% |
| Historical Sharpe Ratio (5Y) | 0.0739 |
| Historical Sortino (5Y) | 0.0732 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.17% |