Ballard Power Systems Inc (BLDP.TO)
3.54
+0.17
(+5.04%)
CAD |
TSX |
Apr 26, 16:00
Ballard Power Systems Max Drawdown (5Y): 93.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 93.07% |
| February 29, 2024 | 92.44% |
| January 31, 2024 | 92.19% |
| December 31, 2023 | 91.56% |
| November 30, 2023 | 91.56% |
| October 31, 2023 | 91.56% |
| September 30, 2023 | 90.81% |
| August 31, 2023 | 89.74% |
| July 31, 2023 | 89.62% |
| June 30, 2023 | 89.32% |
| May 31, 2023 | 89.16% |
| April 30, 2023 | 88.84% |
| March 31, 2023 | 88.34% |
| February 28, 2023 | 88.34% |
| January 31, 2023 | 88.34% |
| December 31, 2022 | 88.34% |
| November 30, 2022 | 86.71% |
| October 31, 2022 | 85.79% |
| September 30, 2022 | 85.54% |
| August 31, 2022 | 85.54% |
| July 31, 2022 | 85.54% |
| June 30, 2022 | 85.54% |
| May 31, 2022 | 84.93% |
| April 30, 2022 | 79.61% |
| March 31, 2022 | 78.40% |
| Date | Value |
|---|---|
| February 28, 2022 | 78.40% |
| January 31, 2022 | 78.19% |
| December 31, 2021 | 70.69% |
| November 30, 2021 | 68.50% |
| October 31, 2021 | 70.12% |
| September 30, 2021 | 70.90% |
| August 31, 2021 | 70.90% |
| July 31, 2021 | 70.90% |
| June 30, 2021 | 70.90% |
| May 31, 2021 | 70.90% |
| April 30, 2021 | 78.77% |
| March 31, 2021 | 78.90% |
| February 28, 2021 | 78.90% |
| January 31, 2021 | 78.90% |
| December 31, 2020 | 78.90% |
| November 30, 2020 | 78.90% |
| October 31, 2020 | 78.90% |
| September 30, 2020 | 79.29% |
| August 31, 2020 | 79.29% |
| July 31, 2020 | 79.29% |
| June 30, 2020 | 80.34% |
| May 31, 2020 | 80.34% |
| April 30, 2020 | 80.34% |
| March 31, 2020 | 80.34% |
| February 29, 2020 | 80.34% |
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
68.50%
Minimum
Nov 2021
93.07%
Maximum
Mar 2024
81.94%
Average
80.34%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Bactech Environmental Corp | 96.43% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 98.70% |
| Newlox Gold Ventures Corp | 85.83% |
| ParcelPal Logistics Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.02 |
| Beta (5Y) | 1.629 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.74% |
| Historical Sharpe Ratio (5Y) | -0.0497 |
| Historical Sortino (5Y) | -0.1099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.14% |