DataMetrex AI Ltd (DM.V)
0.02
0.00 (0.00%)
CAD |
TSXV |
Apr 25, 16:00
DataMetrex AI Max Drawdown (5Y): 97.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.87% |
| February 29, 2024 | 97.87% |
| January 31, 2024 | 97.87% |
| December 31, 2023 | 97.87% |
| November 30, 2023 | 97.87% |
| October 31, 2023 | 97.87% |
| September 30, 2023 | 97.87% |
| August 31, 2023 | 97.87% |
| July 31, 2023 | 97.87% |
| June 30, 2023 | 97.87% |
| May 31, 2023 | 97.87% |
| April 30, 2023 | 97.87% |
| March 31, 2023 | 97.87% |
| February 28, 2023 | 97.87% |
| January 31, 2023 | 97.87% |
| December 31, 2022 | 97.87% |
| November 30, 2022 | 97.87% |
| October 31, 2022 | 97.87% |
| September 30, 2022 | 97.87% |
| August 31, 2022 | 97.87% |
| July 31, 2022 | 97.87% |
| June 30, 2022 | 97.87% |
| May 31, 2022 | 97.87% |
| April 30, 2022 | 97.87% |
| March 31, 2022 | 97.87% |
| Date | Value |
|---|---|
| February 28, 2022 | 97.87% |
| January 31, 2022 | 97.87% |
| December 31, 2021 | 97.87% |
| November 30, 2021 | 97.87% |
| October 31, 2021 | 97.87% |
| September 30, 2021 | 97.87% |
| August 31, 2021 | 97.87% |
| July 31, 2021 | 97.87% |
| June 30, 2021 | 97.87% |
| May 31, 2021 | 97.87% |
| April 30, 2021 | 97.87% |
| March 31, 2021 | 97.87% |
| February 28, 2021 | 97.87% |
| January 31, 2021 | 97.87% |
| December 31, 2020 | 97.87% |
| November 30, 2020 | 97.87% |
| October 31, 2020 | 97.87% |
| September 30, 2020 | 97.87% |
| August 31, 2020 | 97.87% |
| July 31, 2020 | 97.87% |
| June 30, 2020 | 97.87% |
| May 31, 2020 | 97.87% |
| April 30, 2020 | 97.87% |
| March 31, 2020 | 97.87% |
| February 29, 2020 | 97.87% |
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
93.62%
Minimum
Apr 2019
97.87%
Maximum
Nov 2019
97.54%
Average
97.87%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Quisitive Technology Solutions Inc | 87.56% |
| EarthLabs Inc | 89.80% |
| XTM Inc | -- |
| ATW Tech Inc | 97.92% |
| Voxtur Analytics Corp | 95.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.49 |
| Beta (5Y) | 2.513 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 398.2% |
| Historical Sharpe Ratio (5Y) | -0.0214 |
| Historical Sortino (5Y) | -0.1872 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.43% |