Core One Labs Inc (COOL.CX)
0.145
0.00 (0.00%)
CAD |
CNSX |
Nov 07, 16:00
Core One Labs Max Drawdown (5Y): 99.97% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.97% |
August 31, 2024 | 99.97% |
July 31, 2024 | 99.97% |
June 30, 2024 | 99.97% |
May 31, 2024 | 99.97% |
April 30, 2024 | 99.97% |
March 31, 2024 | 99.97% |
February 29, 2024 | 99.97% |
January 31, 2024 | 99.97% |
December 31, 2023 | 99.97% |
November 30, 2023 | 99.97% |
October 31, 2023 | 99.97% |
September 30, 2023 | 99.97% |
August 31, 2023 | 99.97% |
July 31, 2023 | 99.97% |
June 30, 2023 | 99.97% |
May 31, 2023 | 99.97% |
April 30, 2023 | 99.97% |
March 31, 2023 | 99.97% |
February 28, 2023 | 99.97% |
January 31, 2023 | 99.97% |
December 31, 2022 | 99.97% |
November 30, 2022 | 99.97% |
October 31, 2022 | 99.97% |
September 30, 2022 | 99.97% |
Date | Value |
---|---|
August 31, 2022 | 99.97% |
July 31, 2022 | 99.97% |
June 30, 2022 | 99.97% |
May 31, 2022 | 99.96% |
April 30, 2022 | 99.95% |
March 31, 2022 | 99.95% |
February 28, 2022 | 99.95% |
January 31, 2022 | 99.95% |
December 31, 2021 | 99.95% |
November 30, 2021 | 99.92% |
October 31, 2021 | 99.89% |
September 30, 2021 | 99.84% |
August 31, 2021 | 99.71% |
July 31, 2021 | 99.53% |
June 30, 2021 | 98.50% |
May 31, 2021 | 98.50% |
April 30, 2021 | 98.50% |
March 31, 2021 | 98.50% |
February 28, 2021 | 98.50% |
January 31, 2021 | 98.50% |
December 31, 2020 | 98.50% |
November 30, 2020 | 98.50% |
October 31, 2020 | 98.50% |
September 30, 2020 | 98.50% |
August 31, 2020 | 98.50% |
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
96.67%
Minimum
Nov 2019
99.97%
Maximum
Aug 2022
99.32%
Average
99.95%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
Biocure Technology Inc | 99.70% |
Nova Mentis Life Science Corp | 99.28% |
Nanosphere Health Sciences Inc | 99.95% |
Lobe Sciences Ltd | 99.40% |
Algernon Pharmaceuticals Inc | 99.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -86.41 |
Beta (5Y) | 1.358 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 123.1% |
Historical Sharpe Ratio (5Y) | -0.6044 |
Historical Sortino (5Y) | -1.216 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.32% |