Chesswood Group Ltd (CHW.TO)
7.33
+0.08
(+1.10%)
CAD |
TSX |
May 17, 16:00
Chesswood Group Max Drawdown (5Y): 69.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 69.34% |
June 30, 2020 | 69.34% |
May 31, 2020 | 69.34% |
April 30, 2020 | 69.34% |
March 31, 2020 | 67.10% |
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
May 2019
69.34%
Maximum
Apr 2020
65.59%
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) | -18.60 |
Beta (5Y) | 2.101 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.68% |
Historical Sharpe Ratio (5Y) | -0.0738 |
Historical Sortino (5Y) | -0.1029 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.29% |