Builders Capital Mortgage Corp (BCF.V)
8.70
0.00 (0.00%)
CAD |
TSXV |
May 13, 09:30
Builders Capital Mortgage Max Drawdown (5Y): 28.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 28.26% |
March 31, 2024 | 28.26% |
February 29, 2024 | 28.26% |
January 31, 2024 | 28.26% |
December 31, 2023 | 28.26% |
November 30, 2023 | 28.26% |
October 31, 2023 | 28.26% |
September 30, 2023 | 28.26% |
August 31, 2023 | 28.26% |
July 31, 2023 | 28.26% |
June 30, 2023 | 28.26% |
May 31, 2023 | 28.26% |
April 30, 2023 | 28.26% |
March 31, 2023 | 28.26% |
February 28, 2023 | 28.26% |
January 31, 2023 | 28.26% |
December 31, 2022 | 28.26% |
November 30, 2022 | 28.26% |
October 31, 2022 | 28.26% |
September 30, 2022 | 28.26% |
August 31, 2022 | 28.26% |
July 31, 2022 | 28.26% |
June 30, 2022 | 28.26% |
May 31, 2022 | 28.26% |
April 30, 2022 | 28.26% |
Date | Value |
---|---|
March 31, 2022 | 28.26% |
February 28, 2022 | 28.26% |
January 31, 2022 | 28.26% |
December 31, 2021 | 28.26% |
November 30, 2021 | 28.26% |
October 31, 2021 | 28.26% |
September 30, 2021 | 28.26% |
August 31, 2021 | 28.26% |
July 31, 2021 | 28.26% |
June 30, 2021 | 28.26% |
May 31, 2021 | 28.26% |
April 30, 2021 | 28.26% |
March 31, 2021 | 28.26% |
February 28, 2021 | 28.26% |
January 31, 2021 | 28.26% |
December 31, 2020 | 28.26% |
November 30, 2020 | 28.26% |
October 31, 2020 | 28.26% |
September 30, 2020 | 28.26% |
August 31, 2020 | 28.26% |
July 31, 2020 | 28.26% |
June 30, 2020 | 28.26% |
May 31, 2020 | 28.26% |
April 30, 2020 | 28.26% |
March 31, 2020 | 28.26% |
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
8.58%
Minimum
May 2019
28.26%
Maximum
Mar 2020
24.98%
Average
28.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First National Financial Corp | 53.66% |
MCAN Financial Group | 37.80% |
Firm Capital Mortgage Investment Corp | 49.62% |
Dominion Lending Centres Inc | 90.34% |
Starrex International Ltd | 95.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4812 |
Beta (5Y) | 0.4762 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.62% |
Historical Sharpe Ratio (5Y) | 0.2157 |
Historical Sortino (5Y) | 0.2223 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.68% |