Exchange Income Corp (EIF.TO)
54.55
-0.20
(-0.37%)
CAD |
TSX |
Nov 01, 16:00
Exchange Income Max Drawdown (5Y): 68.18% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 68.18% |
August 31, 2024 | 68.18% |
July 31, 2024 | 68.18% |
June 30, 2024 | 68.18% |
May 31, 2024 | 68.18% |
April 30, 2024 | 68.18% |
March 31, 2024 | 68.18% |
February 29, 2024 | 68.18% |
January 31, 2024 | 68.18% |
December 31, 2023 | 68.18% |
November 30, 2023 | 68.18% |
October 31, 2023 | 68.18% |
September 30, 2023 | 68.18% |
August 31, 2023 | 68.18% |
July 31, 2023 | 68.18% |
June 30, 2023 | 68.18% |
May 31, 2023 | 68.18% |
April 30, 2023 | 68.18% |
March 31, 2023 | 68.18% |
February 28, 2023 | 68.18% |
January 31, 2023 | 68.18% |
December 31, 2022 | 68.18% |
November 30, 2022 | 68.18% |
October 31, 2022 | 68.18% |
September 30, 2022 | 68.18% |
Date | Value |
---|---|
August 31, 2022 | 68.18% |
July 31, 2022 | 68.18% |
June 30, 2022 | 68.18% |
May 31, 2022 | 68.18% |
April 30, 2022 | 68.18% |
March 31, 2022 | 68.18% |
February 28, 2022 | 68.18% |
January 31, 2022 | 68.18% |
December 31, 2021 | 68.18% |
November 30, 2021 | 68.18% |
October 31, 2021 | 68.18% |
September 30, 2021 | 68.18% |
August 31, 2021 | 68.18% |
July 31, 2021 | 68.18% |
June 30, 2021 | 68.18% |
May 31, 2021 | 68.18% |
April 30, 2021 | 68.18% |
March 31, 2021 | 68.18% |
February 28, 2021 | 68.18% |
January 31, 2021 | 68.18% |
December 31, 2020 | 68.18% |
November 30, 2020 | 68.18% |
October 31, 2020 | 68.18% |
September 30, 2020 | 68.18% |
August 31, 2020 | 68.18% |
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
39.93%
Minimum
Nov 2019
68.18%
Maximum
Mar 2020
66.26%
Average
68.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Badger Infrastructure Solutions Ltd | 61.09% |
Calian Group Ltd | 37.11% |
Bombardier Inc | 94.84% |
Mullen Group Ltd | 77.32% |
Doman Building Materials Group Ltd | 54.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.188 |
Beta (5Y) | 1.986 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.91% |
Historical Sharpe Ratio (5Y) | 0.215 |
Historical Sortino (5Y) | 0.2257 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.53% |