Core One Labs Inc (CLABF)
0.11
0.00 (0.00%)
USD |
OTCM |
Jun 26, 14:58
Core One Labs Max Drawdown (5Y): 99.79% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.79% |
April 30, 2024 | 99.79% |
March 31, 2024 | 99.79% |
February 29, 2024 | 99.79% |
January 31, 2024 | 99.79% |
December 31, 2023 | 99.79% |
November 30, 2023 | 99.79% |
October 31, 2023 | 99.79% |
September 30, 2023 | 99.79% |
August 31, 2023 | 99.79% |
July 31, 2023 | 99.79% |
June 30, 2023 | 99.79% |
May 31, 2023 | 99.79% |
April 30, 2023 | 99.79% |
March 31, 2023 | 99.79% |
February 28, 2023 | 99.79% |
January 31, 2023 | 99.79% |
December 31, 2022 | 99.79% |
November 30, 2022 | 99.79% |
October 31, 2022 | 99.79% |
September 30, 2022 | 99.79% |
August 31, 2022 | 99.79% |
July 31, 2022 | 99.77% |
June 30, 2022 | 99.75% |
May 31, 2022 | 99.72% |
Date | Value |
---|---|
April 30, 2022 | 99.58% |
March 31, 2022 | 99.58% |
February 28, 2022 | 99.58% |
January 31, 2022 | 99.58% |
December 31, 2021 | 99.58% |
November 30, 2021 | 99.32% |
October 31, 2021 | 99.11% |
September 30, 2021 | 98.67% |
August 31, 2021 | 98.67% |
July 31, 2021 | 98.67% |
June 30, 2021 | 98.67% |
May 31, 2021 | 98.67% |
April 30, 2021 | 98.67% |
March 31, 2021 | 98.67% |
February 28, 2021 | 98.67% |
January 31, 2021 | 98.67% |
December 31, 2020 | 98.67% |
November 30, 2020 | 98.67% |
October 31, 2020 | 98.67% |
September 30, 2020 | 98.67% |
August 31, 2020 | 98.67% |
July 31, 2020 | 98.67% |
June 30, 2020 | 98.67% |
May 31, 2020 | 98.67% |
April 30, 2020 | 98.48% |
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
84.42%
Minimum
Jun 2019
99.79%
Maximum
Aug 2022
98.36%
Average
99.45%
Median
Max Drawdown (5Y) Benchmarks
Acasti Pharma Inc | 98.73% |
Aurinia Pharmaceuticals Inc | 87.58% |
Edesa Biotech Inc | 99.58% |
Lexaria Bioscience Corp | 98.90% |
InMed Pharmaceuticals Inc | 99.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -75.50 |
Beta (5Y) | 0.6358 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 124.8% |
Historical Sharpe Ratio (5Y) | -0.5351 |
Historical Sortino (5Y) | -1.258 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.70% |