EcoSynthetix Inc (ECO.TO)
4.75
+0.01
(+0.21%)
CAD |
TSX |
May 07, 16:00
EcoSynthetix Max Drawdown (5Y): 62.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 62.73% |
| March 31, 2024 | 62.73% |
| February 29, 2024 | 62.73% |
| January 31, 2024 | 62.73% |
| December 31, 2023 | 62.73% |
| November 30, 2023 | 62.73% |
| October 31, 2023 | 62.73% |
| September 30, 2023 | 62.73% |
| August 31, 2023 | 62.73% |
| July 31, 2023 | 62.73% |
| June 30, 2023 | 62.73% |
| May 31, 2023 | 62.73% |
| April 30, 2023 | 57.76% |
| March 31, 2023 | 63.30% |
| February 28, 2023 | 68.99% |
| January 31, 2023 | 68.99% |
| December 31, 2022 | 69.72% |
| November 30, 2022 | 69.72% |
| October 31, 2022 | 69.72% |
| September 30, 2022 | 69.72% |
| August 31, 2022 | 69.72% |
| July 31, 2022 | 69.72% |
| June 30, 2022 | 69.72% |
| May 31, 2022 | 69.72% |
| April 30, 2022 | 69.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.72% |
| February 28, 2022 | 69.72% |
| January 31, 2022 | 69.72% |
| December 31, 2021 | 69.72% |
| November 30, 2021 | 69.72% |
| October 31, 2021 | 69.72% |
| September 30, 2021 | 69.72% |
| August 31, 2021 | 69.72% |
| July 31, 2021 | 69.72% |
| June 30, 2021 | 79.11% |
| May 31, 2021 | 79.75% |
| April 30, 2021 | 82.89% |
| March 31, 2021 | 85.17% |
| February 28, 2021 | 86.33% |
| January 31, 2021 | 88.45% |
| December 31, 2020 | 88.77% |
| November 30, 2020 | 88.77% |
| October 31, 2020 | 88.77% |
| September 30, 2020 | 88.77% |
| August 31, 2020 | 88.77% |
| July 31, 2020 | 88.77% |
| June 30, 2020 | 88.77% |
| May 31, 2020 | 88.77% |
| April 30, 2020 | 88.77% |
| March 31, 2020 | 88.77% |
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
57.76%
Minimum
Apr 2023
88.77%
Maximum
May 2019
75.73%
Average
69.72%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.136 |
| Beta (5Y) | 0.8612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.41% |
| Historical Sharpe Ratio (5Y) | 0.3193 |
| Historical Sortino (5Y) | 0.6261 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.15% |