Enthusiast Gaming Holdings Inc (EGLX.TO)
0.14
0.00 (0.00%)
CAD |
TSX |
Nov 01, 16:00
Enthusiast Gaming Holdings Max Drawdown (5Y): 99.28% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.28% |
August 31, 2024 | 99.28% |
July 31, 2024 | 99.28% |
June 30, 2024 | 99.28% |
May 31, 2024 | 99.28% |
April 30, 2024 | 99.28% |
March 31, 2024 | 99.28% |
February 29, 2024 | 99.28% |
January 31, 2024 | 98.85% |
December 31, 2023 | 98.83% |
November 30, 2023 | 98.31% |
October 31, 2023 | 98.11% |
September 30, 2023 | 97.78% |
August 31, 2023 | 97.17% |
July 31, 2023 | 97.00% |
June 30, 2023 | 97.00% |
May 31, 2023 | 96.89% |
April 30, 2023 | 96.89% |
March 31, 2023 | 95.89% |
February 28, 2023 | 95.89% |
January 31, 2023 | 95.89% |
December 31, 2022 | 95.89% |
November 30, 2022 | 95.89% |
October 31, 2022 | 95.00% |
September 30, 2022 | 93.83% |
Date | Value |
---|---|
August 31, 2022 | 93.06% |
July 31, 2022 | 93.06% |
June 30, 2022 | 93.06% |
May 31, 2022 | 93.06% |
April 30, 2022 | 93.06% |
March 31, 2022 | 93.06% |
February 28, 2022 | 93.06% |
January 31, 2022 | 93.06% |
December 31, 2021 | 93.06% |
November 30, 2021 | 93.06% |
October 31, 2021 | 93.06% |
September 30, 2021 | 93.06% |
August 31, 2021 | 93.06% |
July 31, 2021 | 93.06% |
June 30, 2021 | 93.06% |
May 31, 2021 | 93.06% |
April 30, 2021 | 93.06% |
March 31, 2021 | 93.06% |
February 28, 2021 | 93.06% |
January 31, 2021 | 93.06% |
December 31, 2020 | 93.06% |
November 30, 2020 | 93.06% |
October 31, 2020 | 93.06% |
September 30, 2020 | 93.06% |
August 31, 2020 | 93.06% |
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
89.06%
Minimum
Nov 2019
99.28%
Maximum
Feb 2024
94.82%
Average
93.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Yellow Pages Ltd | 69.44% |
Personas Social Inc | 98.84% |
Armada Data Corp | 94.64% |
Spacefy Inc | 98.53% |
ApartmentLove Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -58.20 |
Beta (5Y) | 1.613 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.86% |
Historical Sharpe Ratio (5Y) | -0.5303 |
Historical Sortino (5Y) | -1.316 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.78% |