Algoma Central Corp (ALC.TO)
14.49
+0.04
(+0.28%)
CAD |
TSX |
May 17, 16:00
Algoma Central Max Drawdown (5Y): 50.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.62% |
March 31, 2024 | 50.62% |
February 29, 2024 | 50.62% |
January 31, 2024 | 50.62% |
December 31, 2023 | 50.62% |
November 30, 2023 | 50.62% |
October 31, 2023 | 50.62% |
September 30, 2023 | 50.62% |
August 31, 2023 | 50.62% |
July 31, 2023 | 50.62% |
June 30, 2023 | 50.62% |
May 31, 2023 | 50.62% |
April 30, 2023 | 50.62% |
March 31, 2023 | 50.62% |
February 28, 2023 | 50.62% |
January 31, 2023 | 50.62% |
December 31, 2022 | 50.62% |
November 30, 2022 | 50.62% |
October 31, 2022 | 50.62% |
September 30, 2022 | 50.62% |
August 31, 2022 | 50.62% |
July 31, 2022 | 50.62% |
June 30, 2022 | 50.62% |
May 31, 2022 | 50.62% |
April 30, 2022 | 50.62% |
Date | Value |
---|---|
March 31, 2022 | 50.62% |
February 28, 2022 | 50.62% |
January 31, 2022 | 50.62% |
December 31, 2021 | 50.62% |
November 30, 2021 | 50.62% |
October 31, 2021 | 50.62% |
September 30, 2021 | 50.62% |
August 31, 2021 | 50.62% |
July 31, 2021 | 50.62% |
June 30, 2021 | 50.62% |
May 31, 2021 | 50.62% |
April 30, 2021 | 50.62% |
March 31, 2021 | 50.62% |
February 28, 2021 | 50.62% |
January 31, 2021 | 50.62% |
December 31, 2020 | 50.62% |
November 30, 2020 | 50.62% |
October 31, 2020 | 50.62% |
September 30, 2020 | 50.62% |
August 31, 2020 | 50.62% |
July 31, 2020 | 50.62% |
June 30, 2020 | 50.62% |
May 31, 2020 | 50.62% |
April 30, 2020 | 50.62% |
March 31, 2020 | 50.62% |
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
38.33%
Minimum
May 2019
50.62%
Maximum
Mar 2020
48.58%
Average
50.62%
Median
Mar 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) | 5.512 |
Beta (5Y) | 0.7734 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.40% |
Historical Sharpe Ratio (5Y) | 0.4129 |
Historical Sortino (5Y) | 0.5594 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.31% |