Bri-Chem Corp (BRY.TO)
0.32
0.00 (0.00%)
CAD |
TSX |
Apr 30, 16:00
Bri-Chem Max Drawdown (5Y): 94.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.87% |
| March 31, 2024 | 94.87% |
| February 29, 2024 | 94.87% |
| January 31, 2024 | 94.87% |
| December 31, 2023 | 94.87% |
| November 30, 2023 | 94.87% |
| October 31, 2023 | 94.87% |
| September 30, 2023 | 94.87% |
| August 31, 2023 | 94.87% |
| July 31, 2023 | 94.87% |
| June 30, 2023 | 94.87% |
| May 31, 2023 | 94.87% |
| April 30, 2023 | 94.87% |
| March 31, 2023 | 94.87% |
| February 28, 2023 | 94.87% |
| January 31, 2023 | 94.87% |
| December 31, 2022 | 94.87% |
| November 30, 2022 | 94.87% |
| October 31, 2022 | 94.87% |
| September 30, 2022 | 94.87% |
| August 31, 2022 | 94.87% |
| July 31, 2022 | 94.87% |
| June 30, 2022 | 94.87% |
| May 31, 2022 | 94.87% |
| April 30, 2022 | 94.87% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.87% |
| February 28, 2022 | 94.87% |
| January 31, 2022 | 94.87% |
| December 31, 2021 | 94.87% |
| November 30, 2021 | 94.87% |
| October 31, 2021 | 94.87% |
| September 30, 2021 | 94.87% |
| August 31, 2021 | 94.87% |
| July 31, 2021 | 94.87% |
| June 30, 2021 | 95.66% |
| May 31, 2021 | 96.01% |
| April 30, 2021 | 96.01% |
| March 31, 2021 | 96.48% |
| February 28, 2021 | 96.48% |
| January 31, 2021 | 96.48% |
| December 31, 2020 | 96.51% |
| November 30, 2020 | 97.09% |
| October 31, 2020 | 97.09% |
| September 30, 2020 | 97.21% |
| August 31, 2020 | 97.21% |
| July 31, 2020 | 97.21% |
| June 30, 2020 | 97.21% |
| May 31, 2020 | 97.21% |
| April 30, 2020 | 97.21% |
| March 31, 2020 | 97.21% |
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
94.87%
Minimum
Jul 2021
97.21%
Maximum
May 2019
95.77%
Average
94.87%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| Canadian Overseas Petroleum Ltd | 99.67% |
| James Bay Resources Ltd | 91.94% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8866 |
| Beta (5Y) | 1.713 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.07% |
| Historical Sharpe Ratio (5Y) | 0.1473 |
| Historical Sortino (5Y) | 0.3249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.14% |