Emerge Commerce Ltd (ECOM.V)
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CAD |
TSXV |
Nov 22, 09:37
Emerge Commerce Max Drawdown (5Y): 99.39% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.39% |
| August 31, 2024 | 99.39% |
| July 31, 2024 | 99.39% |
| June 30, 2024 | 99.39% |
| May 31, 2024 | 99.39% |
| April 30, 2024 | 99.39% |
| March 31, 2024 | 99.39% |
| February 29, 2024 | 99.39% |
| January 31, 2024 | 99.39% |
| December 31, 2023 | 99.39% |
| November 30, 2023 | 98.78% |
| October 31, 2023 | 98.78% |
| September 30, 2023 | 98.48% |
| August 31, 2023 | 98.48% |
| July 31, 2023 | 96.95% |
| June 30, 2023 | 96.65% |
| May 31, 2023 | 96.34% |
| April 30, 2023 | 96.34% |
| March 31, 2023 | 96.34% |
| February 28, 2023 | 96.04% |
| January 31, 2023 | 96.04% |
| December 31, 2022 | 96.04% |
| November 30, 2022 | 94.21% |
| October 31, 2022 | 91.77% |
| September 30, 2022 | 91.16% |
| Date | Value |
|---|---|
| August 31, 2022 | 89.33% |
| July 31, 2022 | 89.33% |
| June 30, 2022 | 88.72% |
| May 31, 2022 | 87.20% |
| April 30, 2022 | 75.30% |
| March 31, 2022 | 65.85% |
| February 28, 2022 | 64.63% |
| January 31, 2022 | 64.63% |
| December 31, 2021 | 64.63% |
| November 30, 2021 | 62.80% |
| October 31, 2021 | 62.80% |
| September 30, 2021 | 62.80% |
| August 31, 2021 | 57.32% |
| July 31, 2021 | 53.66% |
| June 30, 2021 | 47.56% |
| May 31, 2021 | 42.68% |
| April 30, 2021 | 42.68% |
| March 31, 2021 | 31.71% |
| February 28, 2021 | 23.61% |
| January 31, 2021 | 23.61% |
| December 31, 2020 | 14.73% |
| November 30, 2020 | 9.09% |
| October 31, 2020 | 9.09% |
| September 30, 2020 | 9.09% |
| August 31, 2020 | 9.09% |
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
9.09%
Minimum
Nov 2019
99.39%
Maximum
Dec 2023
63.90%
Average
75.30%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| JIVA Technologies Inc | 100.00% |
| Nextech3d AI Corp | 99.33% |
| Rocky Mountain Liquor Inc | 96.43% |
| Green River Gold Corp | 85.00% |
| Aether Catalyst Solutions Inc | 93.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.43 |
| Beta (5Y) | 0.3902 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 179.1% |
| Historical Sharpe Ratio (5Y) | -0.2456 |
| Historical Sortino (5Y) | -0.9491 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |