Clarke Inc (CKI.TO)
20.71
-0.08
(-0.38%)
CAD |
TSX |
May 03, 16:00
Clarke Max Drawdown (5Y): 49.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.26% |
| March 31, 2024 | 49.26% |
| February 29, 2024 | 49.26% |
| January 31, 2024 | 49.26% |
| December 31, 2023 | 49.26% |
| November 30, 2023 | 49.26% |
| October 31, 2023 | 49.26% |
| September 30, 2023 | 49.26% |
| August 31, 2023 | 49.26% |
| July 31, 2023 | 49.26% |
| June 30, 2023 | 49.26% |
| May 31, 2023 | 49.26% |
| April 30, 2023 | 49.26% |
| March 31, 2023 | 49.26% |
| February 28, 2023 | 49.26% |
| January 31, 2023 | 49.26% |
| December 31, 2022 | 49.26% |
| November 30, 2022 | 49.26% |
| October 31, 2022 | 49.26% |
| September 30, 2022 | 49.26% |
| August 31, 2022 | 49.26% |
| July 31, 2022 | 49.26% |
| June 30, 2022 | 49.26% |
| May 31, 2022 | 49.26% |
| April 30, 2022 | 49.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.26% |
| February 28, 2022 | 49.26% |
| January 31, 2022 | 49.26% |
| December 31, 2021 | 49.26% |
| November 30, 2021 | 49.26% |
| October 31, 2021 | 49.26% |
| September 30, 2021 | 49.26% |
| August 31, 2021 | 49.26% |
| July 31, 2021 | 49.26% |
| June 30, 2021 | 49.26% |
| May 31, 2021 | 49.26% |
| April 30, 2021 | 49.26% |
| March 31, 2021 | 49.26% |
| February 28, 2021 | 49.26% |
| January 31, 2021 | 49.26% |
| December 31, 2020 | 49.26% |
| November 30, 2020 | 49.26% |
| October 31, 2020 | 49.26% |
| September 30, 2020 | 49.26% |
| August 31, 2020 | 49.26% |
| July 31, 2020 | 49.26% |
| June 30, 2020 | 49.26% |
| May 31, 2020 | 49.26% |
| April 30, 2020 | 44.83% |
| March 31, 2020 | 43.32% |
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
22.13%
Minimum
May 2019
49.26%
Maximum
May 2020
44.57%
Average
49.26%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Green River Gold Corp | 65.00% |
| Peekaboo Beans Inc | 98.64% |
| Aether Catalyst Solutions Inc | 93.33% |
| PlantX Life Inc | 100.00% |
| Nextech3d AI Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.875 |
| Beta (5Y) | 0.8179 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.70% |
| Historical Sharpe Ratio (5Y) | 0.5623 |
| Historical Sortino (5Y) | 0.6327 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.18% |