Exchange Income Corp (EIF.TO)
55.84
+0.24
(+0.43%)
CAD |
TSX |
Nov 21, 12:04
Exchange Income Max Drawdown (5Y): 68.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.18% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.18% |
| 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% |
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
66.29%
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) | -7.053 |
| Beta (5Y) | 1.978 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.04% |
| Historical Sharpe Ratio (5Y) | 0.2829 |
| Historical Sortino (5Y) | 0.2975 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.53% |