Spectral Medical Inc (EDT.TO)
0.475
0.00 (0.00%)
CAD |
TSX |
Jun 25, 15:59
Spectral Medical Max Drawdown (5Y): 81.22% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 81.22% |
| April 30, 2024 | 81.22% |
| March 31, 2024 | 81.22% |
| February 29, 2024 | 83.33% |
| January 31, 2024 | 83.33% |
| December 31, 2023 | 83.33% |
| November 30, 2023 | 83.86% |
| October 31, 2023 | 85.19% |
| September 30, 2023 | 88.36% |
| August 31, 2023 | 88.36% |
| July 31, 2023 | 88.36% |
| June 30, 2023 | 88.36% |
| May 31, 2023 | 88.36% |
| April 30, 2023 | 88.36% |
| March 31, 2023 | 88.36% |
| February 28, 2023 | 88.36% |
| January 31, 2023 | 88.36% |
| December 31, 2022 | 88.36% |
| November 30, 2022 | 88.36% |
| October 31, 2022 | 88.36% |
| September 30, 2022 | 88.36% |
| August 31, 2022 | 88.36% |
| July 31, 2022 | 88.36% |
| June 30, 2022 | 88.36% |
| May 31, 2022 | 88.36% |
| Date | Value |
|---|---|
| April 30, 2022 | 88.36% |
| March 31, 2022 | 88.36% |
| February 28, 2022 | 88.36% |
| January 31, 2022 | 88.36% |
| December 31, 2021 | 88.36% |
| November 30, 2021 | 88.36% |
| October 31, 2021 | 88.36% |
| September 30, 2021 | 89.95% |
| August 31, 2021 | 89.95% |
| July 31, 2021 | 89.95% |
| June 30, 2021 | 89.95% |
| May 31, 2021 | 89.95% |
| April 30, 2021 | 89.95% |
| March 31, 2021 | 89.95% |
| February 28, 2021 | 89.95% |
| January 31, 2021 | 89.95% |
| December 31, 2020 | 89.95% |
| November 30, 2020 | 89.95% |
| October 31, 2020 | 89.95% |
| September 30, 2020 | 89.95% |
| August 31, 2020 | 89.95% |
| July 31, 2020 | 89.95% |
| June 30, 2020 | 89.95% |
| May 31, 2020 | 89.95% |
| April 30, 2020 | 89.95% |
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
81.22%
Minimum
Mar 2024
89.95%
Maximum
Jun 2019
88.36%
Average
88.36%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Biocure Technology Inc | 99.70% |
| Core One Labs Inc | 99.78% |
| Nova Mentis Life Science Corp | 99.28% |
| Nanosphere Health Sciences Inc | 99.95% |
| Lobe Sciences Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.332 |
| Beta (5Y) | 0.8573 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.69% |
| Historical Sharpe Ratio (5Y) | 0.056 |
| Historical Sortino (5Y) | 0.1242 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.40% |