Elysee Development Corp (ASXSF)
0.22
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Elysee Development Max Drawdown (5Y): 73.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.91% |
| March 31, 2024 | 73.91% |
| February 29, 2024 | 73.91% |
| January 31, 2024 | 64.58% |
| December 31, 2023 | 64.58% |
| November 30, 2023 | 64.53% |
| October 31, 2023 | 59.06% |
| September 30, 2023 | 56.54% |
| August 31, 2023 | 55.38% |
| July 31, 2023 | 55.38% |
| June 30, 2023 | 55.38% |
| May 31, 2023 | 55.38% |
| April 30, 2023 | 50.80% |
| March 31, 2023 | 50.80% |
| February 28, 2023 | 47.87% |
| January 31, 2023 | 47.87% |
| December 31, 2022 | 47.87% |
| November 30, 2022 | 45.00% |
| October 31, 2022 | 42.86% |
| September 30, 2022 | 44.53% |
| August 31, 2022 | 44.53% |
| July 31, 2022 | 44.53% |
| June 30, 2022 | 44.53% |
| May 31, 2022 | 44.53% |
| April 30, 2022 | 44.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.53% |
| February 28, 2022 | 44.53% |
| January 31, 2022 | 44.53% |
| December 31, 2021 | 44.53% |
| November 30, 2021 | 44.53% |
| October 31, 2021 | 44.53% |
| September 30, 2021 | 44.53% |
| August 31, 2021 | 44.53% |
| July 31, 2021 | 44.53% |
| June 30, 2021 | 44.53% |
| May 31, 2021 | 44.53% |
| April 30, 2021 | 44.53% |
| March 31, 2021 | 44.53% |
| February 28, 2021 | 44.53% |
| January 31, 2021 | 48.50% |
| December 31, 2020 | 57.99% |
| November 30, 2020 | 71.51% |
| October 31, 2020 | 74.10% |
| September 30, 2020 | 76.55% |
| August 31, 2020 | 76.55% |
| July 31, 2020 | 76.55% |
| June 30, 2020 | 77.07% |
| May 31, 2020 | 77.07% |
| April 30, 2020 | 77.07% |
| March 31, 2020 | 77.07% |
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
42.86%
Minimum
Oct 2022
77.07%
Maximum
May 2019
58.95%
Average
55.38%
Median
May 2023
Max Drawdown (5Y) Benchmarks
| BlackRock Capital Investment Corp (DELISTED) | 76.01% |
| US Global Investors Inc | 87.00% |
| Principal Financial Group Inc | 64.71% |
| SEI Investments Co | 51.80% |
| Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.26 |
| Beta (5Y) | 0.6627 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.58% |
| Historical Sharpe Ratio (5Y) | -0.0708 |
| Historical Sortino (5Y) | -0.1286 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.30% |