Cliffside Capital Ltd (CEP.V)
0.045
0.00 (0.00%)
CAD |
TSXV |
May 31, 16:00
Cliffside Capital Max Drawdown (5Y): 89.34% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 89.34% |
April 30, 2024 | 89.34% |
March 31, 2024 | 87.56% |
February 29, 2024 | 87.56% |
January 31, 2024 | 87.14% |
December 31, 2023 | 87.14% |
November 30, 2023 | 87.14% |
October 31, 2023 | 87.14% |
September 30, 2023 | 87.14% |
August 31, 2023 | 87.14% |
July 31, 2023 | 87.14% |
June 30, 2023 | 87.14% |
May 31, 2023 | 87.14% |
April 30, 2023 | 87.14% |
March 31, 2023 | 87.14% |
February 28, 2023 | 87.14% |
January 31, 2023 | 87.14% |
December 31, 2022 | 87.14% |
November 30, 2022 | 87.14% |
October 31, 2022 | 87.14% |
September 30, 2022 | 87.14% |
August 31, 2022 | 87.14% |
July 31, 2022 | 87.14% |
June 30, 2022 | 87.14% |
May 31, 2022 | 87.14% |
Date | Value |
---|---|
April 30, 2022 | 87.14% |
March 31, 2022 | 87.14% |
February 28, 2022 | 87.14% |
January 31, 2022 | 87.14% |
December 31, 2021 | 87.14% |
November 30, 2021 | 87.14% |
October 31, 2021 | 87.14% |
September 30, 2021 | 87.14% |
August 31, 2021 | 87.14% |
July 31, 2021 | 87.14% |
June 30, 2021 | 87.14% |
May 31, 2021 | 87.14% |
April 30, 2021 | 87.14% |
March 31, 2021 | 87.14% |
February 28, 2021 | 87.14% |
January 31, 2021 | 87.14% |
December 31, 2020 | 87.14% |
November 30, 2020 | 85.71% |
October 31, 2020 | 85.71% |
September 30, 2020 | 85.71% |
August 31, 2020 | 78.57% |
July 31, 2020 | 78.57% |
June 30, 2020 | 80.00% |
May 31, 2020 | 80.00% |
April 30, 2020 | 80.00% |
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
78.57%
Minimum
Jul 2020
89.34%
Maximum
Apr 2024
85.33%
Average
87.14%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Cypherpunk Holdings Inc | 86.11% |
Armada Mercantile Ltd | 96.71% |
New Frontier Ventures Inc | 99.64% |
Xtacy Therapeutics Corp | 98.16% |
Quinsam Capital Corp | 95.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.84 |
Beta (5Y) | -1.102 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 122.7% |
Historical Sharpe Ratio (5Y) | -0.219 |
Historical Sortino (5Y) | -0.5154 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.86% |