Black Diamond Group Ltd (BDI.TO)
8.86
+0.05
(+0.57%)
CAD |
TSX |
Nov 21, 16:00
Black Diamond Group Max Drawdown (5Y): 93.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 93.83% |
September 30, 2024 | 93.83% |
August 31, 2024 | 93.83% |
July 31, 2024 | 93.83% |
June 30, 2024 | 93.83% |
May 31, 2024 | 93.83% |
April 30, 2024 | 93.83% |
March 31, 2024 | 93.83% |
February 29, 2024 | 93.83% |
January 31, 2024 | 93.83% |
December 31, 2023 | 93.83% |
November 30, 2023 | 93.83% |
October 31, 2023 | 93.83% |
September 30, 2023 | 93.95% |
August 31, 2023 | 93.95% |
July 31, 2023 | 93.95% |
June 30, 2023 | 93.95% |
May 31, 2023 | 93.95% |
April 30, 2023 | 93.95% |
March 31, 2023 | 93.95% |
February 28, 2023 | 93.95% |
January 31, 2023 | 93.95% |
December 31, 2022 | 93.95% |
November 30, 2022 | 93.95% |
October 31, 2022 | 93.95% |
Date | Value |
---|---|
September 30, 2022 | 93.95% |
August 31, 2022 | 93.95% |
July 31, 2022 | 93.95% |
June 30, 2022 | 93.95% |
May 31, 2022 | 94.50% |
April 30, 2022 | 94.50% |
March 31, 2022 | 94.50% |
February 28, 2022 | 94.50% |
January 31, 2022 | 94.50% |
December 31, 2021 | 94.50% |
November 30, 2021 | 94.50% |
October 31, 2021 | 94.50% |
September 30, 2021 | 94.50% |
August 31, 2021 | 94.50% |
July 31, 2021 | 94.50% |
June 30, 2021 | 94.50% |
May 31, 2021 | 94.50% |
April 30, 2021 | 94.50% |
March 31, 2021 | 94.50% |
February 28, 2021 | 94.50% |
January 31, 2021 | 94.50% |
December 31, 2020 | 94.50% |
November 30, 2020 | 94.50% |
October 31, 2020 | 94.50% |
September 30, 2020 | 94.50% |
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
93.83%
Minimum
Oct 2023
94.50%
Maximum
Nov 2019
94.21%
Average
94.50%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Savaria Corp | 62.17% |
Bactech Environmental Corp | 92.86% |
Beyond Medical Technologies Inc | 99.62% |
Sharc International Systems Inc | 97.40% |
Newlox Gold Ventures Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 24.32 |
Beta (5Y) | 1.540 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.91% |
Historical Sharpe Ratio (5Y) | 0.8017 |
Historical Sortino (5Y) | 1.399 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.53% |