DataMetrex AI Ltd (DM.V)

0.005 0.00 (0.00%) CAD  |  TSXV  |  Dec 20, 16:00
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DataMetrex AI Max Drawdown (5Y): 98.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Quisitive Technology Solutions Inc 87.56%
EarthLabs Inc 89.80%
XTM Inc --
Voxtur Analytics Corp 95.71%
Nerds On Site Inc 91.43%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -50.72
Beta (5Y) 2.125
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 399.1%
Historical Sharpe Ratio (5Y) -0.075
Historical Sortino (5Y) -0.5839
Monthly Value at Risk (VaR) 5% (5Y Lookback) 40.00%