BQE Water Inc (BQE.V)
52.47
-2.03
(-3.72%)
CAD |
TSXV |
Nov 14, 16:00
BQE Water Max Drawdown (5Y): 40.72% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 40.72% |
| August 31, 2024 | 40.72% |
| July 31, 2024 | 40.72% |
| June 30, 2024 | 44.00% |
| May 31, 2024 | 44.00% |
| April 30, 2024 | 46.40% |
| March 31, 2024 | 50.00% |
| February 29, 2024 | 51.20% |
| January 31, 2024 | 52.00% |
| December 31, 2023 | 52.00% |
| November 30, 2023 | 52.00% |
| October 31, 2023 | 56.00% |
| September 30, 2023 | 56.00% |
| August 31, 2023 | 60.00% |
| July 31, 2023 | 60.00% |
| June 30, 2023 | 60.00% |
| May 31, 2023 | 60.00% |
| April 30, 2023 | 60.00% |
| March 31, 2023 | 60.00% |
| February 28, 2023 | 60.00% |
| January 31, 2023 | 60.00% |
| December 31, 2022 | 60.00% |
| November 30, 2022 | 60.00% |
| October 31, 2022 | 60.00% |
| September 30, 2022 | 64.04% |
| Date | Value |
|---|---|
| August 31, 2022 | 73.03% |
| July 31, 2022 | 73.03% |
| June 30, 2022 | 73.03% |
| May 31, 2022 | 78.43% |
| April 30, 2022 | 78.43% |
| March 31, 2022 | 78.43% |
| February 28, 2022 | 78.43% |
| January 31, 2022 | 80.82% |
| December 31, 2021 | 80.82% |
| November 30, 2021 | 80.82% |
| October 31, 2021 | 80.82% |
| September 30, 2021 | 81.64% |
| August 31, 2021 | 81.68% |
| July 31, 2021 | 83.72% |
| June 30, 2021 | 85.75% |
| May 31, 2021 | 88.38% |
| April 30, 2021 | 91.79% |
| March 31, 2021 | 94.91% |
| February 28, 2021 | 96.20% |
| January 31, 2021 | 96.79% |
| December 31, 2020 | 97.60% |
| November 30, 2020 | 97.60% |
| October 31, 2020 | 97.60% |
| September 30, 2020 | 97.95% |
| August 31, 2020 | 97.96% |
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
40.72%
Minimum
Jul 2024
97.96%
Maximum
Nov 2019
74.19%
Average
78.43%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 97.40% |
| Newlox Gold Ventures Corp | -- |
| ParcelPal Logistics Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 37.24 |
| Beta (5Y) | 0.6342 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.93% |
| Historical Sharpe Ratio (5Y) | 0.9753 |
| Historical Sortino (5Y) | 2.557 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.50% |