Brookfield Corp (BN.TO)
74.91
+0.70
(+0.94%)
CAD |
TSX |
Nov 04, 16:00
74.91
0.00 (0.00%)
After-Hours: 16:15
Brookfield Max Drawdown (5Y): 46.70% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 46.70% |
| August 31, 2024 | 46.70% |
| July 31, 2024 | 46.70% |
| June 30, 2024 | 46.70% |
| May 31, 2024 | 46.70% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
46.70%
Maximum
Mar 2020
44.90%
Average
46.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Brookfield Asset Management Ltd | -- |
| Sol Strategies Inc | 86.11% |
| Armada Mercantile Ltd | 90.79% |
| New Frontier Ventures Inc | 99.64% |
| Pegasus Mercantile Inc | 98.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.765 |
| Beta (5Y) | 1.768 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.45% |
| Historical Sharpe Ratio (5Y) | 0.4225 |
| Historical Sortino (5Y) | 0.6214 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.14% |