ECN Capital Corp (ECN.TO)
1.80
+0.03
(+1.69%)
CAD |
TSX |
May 02, 16:00
ECN Capital Max Drawdown (5Y): 77.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.35% |
| March 31, 2024 | 76.04% |
| February 29, 2024 | 76.04% |
| January 31, 2024 | 76.04% |
| December 31, 2023 | 76.04% |
| November 30, 2023 | 76.04% |
| October 31, 2023 | 76.04% |
| September 30, 2023 | 68.69% |
| August 31, 2023 | 67.29% |
| July 31, 2023 | 67.29% |
| June 30, 2023 | 67.29% |
| May 31, 2023 | 67.29% |
| April 30, 2023 | 67.29% |
| March 31, 2023 | 67.29% |
| February 28, 2023 | 64.33% |
| January 31, 2023 | 64.33% |
| December 31, 2022 | 64.33% |
| November 30, 2022 | 58.95% |
| October 31, 2022 | 51.39% |
| September 30, 2022 | 51.39% |
| August 31, 2022 | 51.39% |
| July 31, 2022 | 51.39% |
| June 30, 2022 | 51.39% |
| May 31, 2022 | 51.39% |
| April 30, 2022 | 51.39% |
| Date | Value |
|---|---|
| March 31, 2022 | 51.39% |
| February 28, 2022 | 51.39% |
| January 31, 2022 | 51.39% |
| December 31, 2021 | 51.39% |
| November 30, 2021 | 51.39% |
| October 31, 2021 | 51.39% |
| September 30, 2021 | 51.39% |
| August 31, 2021 | 51.39% |
| July 31, 2021 | 51.39% |
| June 30, 2021 | 51.39% |
| May 31, 2021 | 51.39% |
| April 30, 2021 | 51.39% |
| March 31, 2021 | 51.39% |
| February 28, 2021 | 51.39% |
| January 31, 2021 | 51.39% |
| December 31, 2020 | 51.39% |
| November 30, 2020 | 51.39% |
| October 31, 2020 | 51.39% |
| September 30, 2020 | 51.39% |
| August 31, 2020 | 51.39% |
| July 31, 2020 | 51.39% |
| June 30, 2020 | 51.39% |
| May 31, 2020 | 51.39% |
| April 30, 2020 | 51.39% |
| March 31, 2020 | 51.39% |
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
24.35%
Minimum
May 2019
77.35%
Maximum
Apr 2024
52.43%
Average
51.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| goeasy Ltd | 70.44% |
| Axis Auto Finance Inc | 93.15% |
| Everyday People Financial Corp | -- |
| Accord Financial Corp | 62.81% |
| Atrium Mortgage Investment Corp | 53.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.72 |
| Beta (5Y) | 1.337 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.23% |
| Historical Sharpe Ratio (5Y) | -0.1899 |
| Historical Sortino (5Y) | -0.2576 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.86% |