CoTec Holdings Corp (CTH.V)
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TSXV |
Nov 01, 16:00
CoTec Holdings Max Drawdown (5Y): 80.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 80.00% |
August 31, 2024 | 80.00% |
July 31, 2024 | 83.75% |
June 30, 2024 | 91.88% |
May 31, 2024 | 91.88% |
April 30, 2024 | 93.33% |
March 31, 2024 | 93.33% |
February 29, 2024 | 94.44% |
January 31, 2024 | 94.44% |
December 31, 2023 | 94.44% |
November 30, 2023 | 95.00% |
October 31, 2023 | 95.00% |
September 30, 2023 | 95.00% |
August 31, 2023 | 95.00% |
July 31, 2023 | 95.00% |
June 30, 2023 | 95.00% |
May 31, 2023 | 95.00% |
April 30, 2023 | 95.00% |
March 31, 2023 | 95.00% |
February 28, 2023 | 95.00% |
January 31, 2023 | 95.00% |
December 31, 2022 | 95.00% |
November 30, 2022 | 95.00% |
October 31, 2022 | 95.00% |
September 30, 2022 | 95.00% |
Date | Value |
---|---|
August 31, 2022 | 95.00% |
July 31, 2022 | 96.25% |
June 30, 2022 | 96.25% |
May 31, 2022 | 96.25% |
April 30, 2022 | 96.25% |
March 31, 2022 | 96.25% |
February 28, 2022 | 96.25% |
January 31, 2022 | 96.25% |
December 31, 2021 | 96.25% |
November 30, 2021 | 96.25% |
October 31, 2021 | 96.25% |
September 30, 2021 | 96.25% |
August 31, 2021 | 96.25% |
July 31, 2021 | 96.25% |
June 30, 2021 | 96.25% |
May 31, 2021 | 96.25% |
April 30, 2021 | 96.25% |
March 31, 2021 | 96.25% |
February 28, 2021 | 96.25% |
January 31, 2021 | 96.25% |
December 31, 2020 | 96.25% |
November 30, 2020 | 96.25% |
October 31, 2020 | 96.25% |
September 30, 2020 | 96.25% |
August 31, 2020 | 96.25% |
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
80.00%
Minimum
Aug 2024
96.25%
Maximum
Nov 2019
94.81%
Average
96.25%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 44.56 |
Beta (5Y) | 0.5321 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.97% |
Historical Sharpe Ratio (5Y) | 0.7143 |
Historical Sortino (5Y) | 1.817 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.33% |