Black Diamond Group Ltd (BDI.TO)

9.39 +0.06 (+0.64%) CAD  |  TSX  |  Dec 20, 16:00
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Black Diamond Group Max Drawdown (5Y): 93.83% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Diversified Royalty Corp 64.32%
Savaria Corp 62.17%
Bactech Environmental Corp 92.86%
Beyond Medical Technologies Inc 99.64%
Sharc International Systems Inc 97.40%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 21.17
Beta (5Y) 1.461
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.90%
Historical Sharpe Ratio (5Y) 0.7403
Historical Sortino (5Y) 1.302
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.53%