Chesswood Group Ltd (CHW.TO)
0.90
0.00 (0.00%)
CAD |
TSX |
Nov 04, 16:00
Chesswood Group Max Drawdown (5Y): 93.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 93.59% |
| August 31, 2024 | 93.59% |
| July 31, 2024 | 88.47% |
| June 30, 2024 | 76.44% |
| May 31, 2024 | 69.34% |
| April 30, 2024 | 69.34% |
| March 31, 2024 | 69.34% |
| February 29, 2024 | 69.34% |
| January 31, 2024 | 69.34% |
| December 31, 2023 | 69.34% |
| November 30, 2023 | 69.34% |
| October 31, 2023 | 69.34% |
| September 30, 2023 | 69.34% |
| August 31, 2023 | 69.34% |
| July 31, 2023 | 69.34% |
| June 30, 2023 | 69.34% |
| May 31, 2023 | 69.34% |
| April 30, 2023 | 69.34% |
| March 31, 2023 | 69.34% |
| February 28, 2023 | 69.34% |
| January 31, 2023 | 69.34% |
| December 31, 2022 | 69.34% |
| November 30, 2022 | 69.34% |
| October 31, 2022 | 69.34% |
| September 30, 2022 | 69.34% |
| Date | Value |
|---|---|
| August 31, 2022 | 69.34% |
| July 31, 2022 | 69.34% |
| June 30, 2022 | 69.34% |
| May 31, 2022 | 69.34% |
| April 30, 2022 | 69.34% |
| March 31, 2022 | 69.34% |
| February 28, 2022 | 69.34% |
| January 31, 2022 | 69.34% |
| December 31, 2021 | 69.34% |
| November 30, 2021 | 69.34% |
| October 31, 2021 | 69.34% |
| September 30, 2021 | 69.34% |
| August 31, 2021 | 69.34% |
| July 31, 2021 | 69.34% |
| June 30, 2021 | 69.34% |
| May 31, 2021 | 69.34% |
| April 30, 2021 | 69.34% |
| March 31, 2021 | 69.34% |
| February 28, 2021 | 69.34% |
| January 31, 2021 | 69.34% |
| December 31, 2020 | 69.34% |
| November 30, 2020 | 69.34% |
| October 31, 2020 | 69.34% |
| September 30, 2020 | 69.34% |
| August 31, 2020 | 69.34% |
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
47.11%
Minimum
Nov 2019
93.59%
Maximum
Aug 2024
69.06%
Average
69.34%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| First National Financial Corp | 53.66% |
| MCAN Financial Group | 37.80% |
| Starrex International Ltd | 95.58% |
| Prophecy DeFi Inc | 99.42% |
| Inverite Insights Inc | 93.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.43 |
| Beta (5Y) | 1.896 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.32% |
| Historical Sharpe Ratio (5Y) | -0.568 |
| Historical Sortino (5Y) | -0.6531 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.57% |