AI/ML Innovations Inc (AIML.CX)
0.09
+0.01
(+12.50%)
CAD |
CNSX |
Mar 28, 16:00
AI/ML Innovations Max Drawdown (5Y): 97.00% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 97.00% |
January 31, 2024 | 97.00% |
December 31, 2023 | 97.00% |
November 30, 2023 | 97.00% |
October 31, 2023 | 97.00% |
September 30, 2023 | 97.00% |
August 31, 2023 | 97.00% |
July 31, 2023 | 97.00% |
June 30, 2023 | 97.00% |
May 31, 2023 | 97.00% |
April 30, 2023 | 97.00% |
March 31, 2023 | 97.00% |
February 28, 2023 | 97.00% |
January 31, 2023 | 97.00% |
December 31, 2022 | 97.00% |
November 30, 2022 | 97.00% |
October 31, 2022 | 97.00% |
September 30, 2022 | 95.33% |
August 31, 2022 | 92.67% |
July 31, 2022 | 92.67% |
June 30, 2022 | 92.67% |
May 31, 2022 | 92.67% |
April 30, 2022 | 92.67% |
March 31, 2022 | 92.67% |
February 28, 2022 | 90.67% |
Date | Value |
---|---|
January 31, 2022 | 89.66% |
December 31, 2021 | 90.00% |
November 30, 2021 | 91.67% |
October 31, 2021 | 93.24% |
September 30, 2021 | 93.90% |
August 31, 2021 | 94.05% |
July 31, 2021 | 94.05% |
June 30, 2021 | 95.00% |
May 31, 2021 | 95.83% |
April 30, 2021 | 97.09% |
March 31, 2021 | 97.09% |
February 28, 2021 | 97.09% |
January 31, 2021 | 98.84% |
December 31, 2020 | 98.84% |
November 30, 2020 | 98.95% |
October 31, 2020 | 98.95% |
September 30, 2020 | 98.95% |
August 31, 2020 | 98.95% |
July 31, 2020 | 98.95% |
June 30, 2020 | 98.95% |
May 31, 2020 | 98.95% |
April 30, 2020 | 98.95% |
March 31, 2020 | 98.95% |
February 29, 2020 | 98.95% |
January 31, 2020 | 98.95% |
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
89.66%
Minimum
Jan 2022
99.47%
Maximum
Mar 2019
96.60%
Average
97.00%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Biocure Technology Inc | 99.70% |
Core One Labs Inc | 99.78% |
Nova Mentis Life Science Corp | 99.28% |
Nanosphere Health Sciences Inc | 99.95% |
Lobe Sciences Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.34 |
Beta (5Y) | 1.006 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 175.6% |
Historical Sharpe Ratio (5Y) | 0.3915 |
Historical Sortino (5Y) | 1.426 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.00% |