Enghouse Systems Ltd (EGHSF)
21.65
+0.02
(+0.09%)
USD |
OTCM |
Jun 27, 16:00
Enghouse Systems Max Drawdown (5Y): 66.42% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 66.42% |
April 30, 2024 | 66.42% |
March 31, 2024 | 66.42% |
February 29, 2024 | 66.42% |
January 31, 2024 | 66.42% |
December 31, 2023 | 66.42% |
November 30, 2023 | 66.42% |
October 31, 2023 | 66.42% |
September 30, 2023 | 66.42% |
August 31, 2023 | 66.42% |
July 31, 2023 | 66.42% |
June 30, 2023 | 66.42% |
May 31, 2023 | 66.42% |
April 30, 2023 | 66.42% |
March 31, 2023 | 66.42% |
February 28, 2023 | 66.42% |
January 31, 2023 | 66.42% |
December 31, 2022 | 66.42% |
November 30, 2022 | 66.42% |
October 31, 2022 | 66.42% |
September 30, 2022 | 66.42% |
August 31, 2022 | 66.42% |
July 31, 2022 | 66.42% |
June 30, 2022 | 66.42% |
May 31, 2022 | 56.59% |
Date | Value |
---|---|
April 30, 2022 | 52.39% |
March 31, 2022 | 52.39% |
February 28, 2022 | 44.91% |
January 31, 2022 | 42.64% |
December 31, 2021 | 39.89% |
November 30, 2021 | 32.88% |
October 31, 2021 | 32.88% |
September 30, 2021 | 32.88% |
August 31, 2021 | 32.88% |
July 31, 2021 | 32.88% |
June 30, 2021 | 32.88% |
May 31, 2021 | 32.88% |
April 30, 2021 | 32.88% |
March 31, 2021 | 32.88% |
February 28, 2021 | 32.88% |
January 31, 2021 | 32.88% |
December 31, 2020 | 32.88% |
November 30, 2020 | 32.88% |
October 31, 2020 | 32.88% |
September 30, 2020 | 32.88% |
August 31, 2020 | 32.88% |
July 31, 2020 | 32.88% |
June 30, 2020 | 32.88% |
May 31, 2020 | 32.88% |
April 30, 2020 | 32.88% |
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
32.77%
Minimum
Jun 2019
66.42%
Maximum
Jun 2022
47.80%
Average
36.39%
Median
Max Drawdown (5Y) Benchmarks
Skkynet Cloud Systems Inc | 93.18% |
Two Hands Corp | 100.0% |
BYND Cannasoft Enterprises Inc | -- |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.74 |
Beta (5Y) | 0.8965 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.62% |
Historical Sharpe Ratio (5Y) | -0.1184 |
Historical Sortino (5Y) | -0.21 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.86% |