Black Diamond Group Ltd (BDI.TO)
9.00
+0.04
(+0.45%)
CAD |
TSX |
Nov 04, 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
| Information Services Corp | 40.21% |
| MDA Space Ltd | -- |
| ADF Group Inc | 82.12% |
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
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% |