Brookfield Corp (BN.TO)
59.70
+1.39
(+2.38%)
CAD |
TSX |
May 06, 16:00
Brookfield Max Drawdown (5Y): 46.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.70% |
March 31, 2024 | 46.70% |
February 29, 2024 | 46.70% |
January 31, 2024 | 46.70% |
December 31, 2023 | 46.70% |
November 30, 2023 | 46.70% |
October 31, 2023 | 46.70% |
September 30, 2023 | 46.70% |
August 31, 2023 | 46.70% |
July 31, 2023 | 46.70% |
June 30, 2023 | 46.70% |
May 31, 2023 | 46.70% |
April 30, 2023 | 46.70% |
March 31, 2023 | 46.70% |
February 28, 2023 | 46.70% |
January 31, 2023 | 46.70% |
December 31, 2022 | 46.70% |
November 30, 2022 | 46.70% |
October 31, 2022 | 46.70% |
September 30, 2022 | 46.70% |
August 31, 2022 | 46.70% |
July 31, 2022 | 46.70% |
June 30, 2022 | 46.70% |
May 31, 2022 | 46.70% |
April 30, 2022 | 46.70% |
Date | Value |
---|---|
March 31, 2022 | 46.70% |
February 28, 2022 | 46.70% |
January 31, 2022 | 46.70% |
December 31, 2021 | 46.70% |
November 30, 2021 | 46.70% |
October 31, 2021 | 46.70% |
September 30, 2021 | 46.70% |
August 31, 2021 | 46.70% |
July 31, 2021 | 46.70% |
June 30, 2021 | 46.70% |
May 31, 2021 | 46.70% |
April 30, 2021 | 46.70% |
March 31, 2021 | 46.70% |
February 28, 2021 | 46.70% |
January 31, 2021 | 46.70% |
December 31, 2020 | 46.70% |
November 30, 2020 | 46.70% |
October 31, 2020 | 46.70% |
September 30, 2020 | 46.70% |
August 31, 2020 | 46.70% |
July 31, 2020 | 46.70% |
June 30, 2020 | 46.70% |
May 31, 2020 | 46.70% |
April 30, 2020 | 46.70% |
March 31, 2020 | 46.70% |
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
20.13%
Minimum
May 2019
46.70%
Maximum
Mar 2020
42.28%
Average
46.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brookfield Asset Management Ltd | -- |
Cypherpunk Holdings Inc | 86.11% |
Armada Mercantile Ltd | 96.71% |
New Frontier Ventures Inc | 99.64% |
Xtacy Therapeutics Corp | 98.16% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.763 |
Beta (5Y) | 1.711 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.78% |
Historical Sharpe Ratio (5Y) | 0.3076 |
Historical Sortino (5Y) | 0.4373 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.14% |