Black Diamond Group Ltd. (BDI.TO)
18.84
-0.22
(-1.15%)
CAD |
TSX |
Oct 19, 16:00
Black Diamond Group Max Drawdown (5Y) : 37.07% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 37.07% |
| August 31, 2026 | 37.32% |
| July 31, 2026 | 40.69% |
| June 30, 2026 | 40.69% |
| May 31, 2026 | 40.69% |
| April 30, 2026 | 40.69% |
| March 31, 2026 | 40.69% |
| February 28, 2026 | 40.69% |
| January 31, 2026 | 50.46% |
| December 31, 2025 | 52.11% |
| November 30, 2025 | 72.54% |
| October 31, 2025 | 77.06% |
| September 30, 2025 | 80.88% |
| August 31, 2025 | 83.97% |
| July 31, 2025 | 84.93% |
| June 30, 2025 | 88.93% |
| May 31, 2025 | 91.75% |
| April 30, 2025 | 91.81% |
| March 31, 2025 | 93.66% |
| February 28, 2025 | 93.66% |
| January 31, 2025 | 93.66% |
| December 31, 2024 | 93.66% |
| November 30, 2024 | 93.66% |
| October 31, 2024 | 93.66% |
| September 30, 2024 | 93.66% |
| Date | Value |
|---|---|
| August 31, 2024 | 93.66% |
| July 31, 2024 | 93.66% |
| June 30, 2024 | 93.66% |
| May 31, 2024 | 93.66% |
| April 30, 2024 | 93.66% |
| March 31, 2024 | 93.66% |
| February 29, 2024 | 93.66% |
| January 31, 2024 | 93.66% |
| December 31, 2023 | 93.66% |
| November 30, 2023 | 93.79% |
| October 31, 2023 | 93.79% |
| September 30, 2023 | 93.79% |
| August 31, 2023 | 93.79% |
| July 31, 2023 | 93.79% |
| June 30, 2023 | 93.79% |
| May 31, 2023 | 93.79% |
| April 30, 2023 | 93.79% |
| March 31, 2023 | 93.79% |
| February 28, 2023 | 93.79% |
| January 31, 2023 | 93.79% |
| December 31, 2022 | 93.79% |
| November 30, 2022 | 93.79% |
| October 31, 2022 | 93.79% |
| September 30, 2022 | 93.79% |
| August 31, 2022 | 93.79% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Element Fleet Management Corp. | 39.72% |
| BacTech Environmental Corp. | 84.85% |
| Evolution PowerX Corp. | 61.28% |
| BQE Water, Inc. | 31.02% |
| Toromont Industries Ltd. | 22.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 27.39 |
| Beta (5Y) | 0.9649 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.78% |
| Historical Sharpe Ratio (5Y) | 1.037 |
| Historical Sortino (5Y) | 2.606 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.54% |