Enterprise Group Inc (E.TO)
1.17
-0.04
(-3.31%)
CAD |
TSX |
May 03, 16:00
Enterprise Group Max Drawdown (5Y): 93.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.09% |
| March 31, 2024 | 93.77% |
| February 29, 2024 | 94.22% |
| January 31, 2024 | 94.22% |
| December 31, 2023 | 94.22% |
| November 30, 2023 | 94.22% |
| October 31, 2023 | 94.22% |
| September 30, 2023 | 95.20% |
| August 31, 2023 | 95.20% |
| July 31, 2023 | 95.20% |
| June 30, 2023 | 95.20% |
| May 31, 2023 | 95.20% |
| April 30, 2023 | 95.20% |
| March 31, 2023 | 95.20% |
| February 28, 2023 | 95.20% |
| January 31, 2023 | 95.20% |
| December 31, 2022 | 95.20% |
| November 30, 2022 | 95.20% |
| October 31, 2022 | 95.20% |
| September 30, 2022 | 95.20% |
| August 31, 2022 | 95.20% |
| July 31, 2022 | 95.20% |
| June 30, 2022 | 95.20% |
| May 31, 2022 | 95.20% |
| April 30, 2022 | 95.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.20% |
| February 28, 2022 | 95.20% |
| January 31, 2022 | 95.20% |
| December 31, 2021 | 95.20% |
| November 30, 2021 | 95.20% |
| October 31, 2021 | 95.20% |
| September 30, 2021 | 95.20% |
| August 31, 2021 | 95.20% |
| July 31, 2021 | 95.20% |
| June 30, 2021 | 95.20% |
| May 31, 2021 | 95.20% |
| April 30, 2021 | 95.20% |
| March 31, 2021 | 95.20% |
| February 28, 2021 | 95.20% |
| January 31, 2021 | 95.20% |
| December 31, 2020 | 95.20% |
| November 30, 2020 | 95.20% |
| October 31, 2020 | 95.20% |
| September 30, 2020 | 95.20% |
| August 31, 2020 | 95.20% |
| July 31, 2020 | 95.20% |
| June 30, 2020 | 95.20% |
| May 31, 2020 | 95.20% |
| April 30, 2020 | 95.20% |
| March 31, 2020 | 95.20% |
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
93.09%
Minimum
Apr 2024
95.20%
Maximum
May 2019
95.06%
Average
95.20%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| Canadian Overseas Petroleum Ltd | 99.67% |
| James Bay Resources Ltd | 91.94% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 34.70 |
| Beta (5Y) | 1.104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.37% |
| Historical Sharpe Ratio (5Y) | 0.9343 |
| Historical Sortino (5Y) | 1.546 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.82% |