Element Fleet Management Corp (EFN.TO)
27.11
+0.04
(+0.15%)
CAD |
TSX |
Nov 15, 16:00
27.11
0.00 (0.00%)
After-Hours: 16:00
Element Fleet Management Max Drawdown (5Y): 49.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.28% |
| September 30, 2024 | 49.28% |
| August 31, 2024 | 49.28% |
| July 31, 2024 | 49.28% |
| June 30, 2024 | 49.28% |
| May 31, 2024 | 49.28% |
| April 30, 2024 | 49.28% |
| March 31, 2024 | 49.28% |
| February 29, 2024 | 49.28% |
| January 31, 2024 | 49.28% |
| December 31, 2023 | 50.27% |
| November 30, 2023 | 53.38% |
| October 31, 2023 | 53.38% |
| September 30, 2023 | 58.54% |
| August 31, 2023 | 58.54% |
| July 31, 2023 | 58.54% |
| June 30, 2023 | 58.54% |
| May 31, 2023 | 60.72% |
| April 30, 2023 | 60.72% |
| March 31, 2023 | 62.87% |
| February 28, 2023 | 69.51% |
| January 31, 2023 | 72.93% |
| December 31, 2022 | 75.04% |
| November 30, 2022 | 75.04% |
| October 31, 2022 | 75.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.04% |
| August 31, 2022 | 75.04% |
| July 31, 2022 | 75.04% |
| June 30, 2022 | 75.04% |
| May 31, 2022 | 75.04% |
| April 30, 2022 | 75.04% |
| March 31, 2022 | 75.04% |
| February 28, 2022 | 75.04% |
| January 31, 2022 | 75.04% |
| December 31, 2021 | 75.04% |
| November 30, 2021 | 75.04% |
| October 31, 2021 | 75.04% |
| September 30, 2021 | 75.04% |
| August 31, 2021 | 75.04% |
| July 31, 2021 | 75.04% |
| June 30, 2021 | 75.04% |
| May 31, 2021 | 75.04% |
| April 30, 2021 | 75.04% |
| March 31, 2021 | 75.04% |
| February 28, 2021 | 75.04% |
| January 31, 2021 | 75.04% |
| December 31, 2020 | 75.04% |
| November 30, 2020 | 75.04% |
| October 31, 2020 | 75.04% |
| September 30, 2020 | 75.04% |
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
49.28%
Minimum
Jan 2024
75.04%
Maximum
Nov 2019
67.70%
Average
75.04%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Diversified Royalty Corp | 64.32% |
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 97.40% |
| Newlox Gold Ventures Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.49 |
| Beta (5Y) | 0.8901 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.15% |
| Historical Sharpe Ratio (5Y) | 0.6844 |
| Historical Sortino (5Y) | 0.9723 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.41% |