Exchange Income Corp (EIFZF)
35.39
+0.04
(+0.11%)
USD |
OTCM |
May 17, 16:00
Exchange Income Max Drawdown (5Y): 75.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.24% |
March 31, 2024 | 75.24% |
February 29, 2024 | 75.24% |
January 31, 2024 | 75.24% |
December 31, 2023 | 75.24% |
November 30, 2023 | 75.24% |
October 31, 2023 | 75.24% |
September 30, 2023 | 75.24% |
August 31, 2023 | 75.24% |
July 31, 2023 | 75.24% |
June 30, 2023 | 75.24% |
May 31, 2023 | 75.24% |
April 30, 2023 | 75.24% |
March 31, 2023 | 75.24% |
February 28, 2023 | 75.24% |
January 31, 2023 | 75.24% |
December 31, 2022 | 75.24% |
November 30, 2022 | 75.24% |
October 31, 2022 | 75.24% |
September 30, 2022 | 75.24% |
August 31, 2022 | 75.24% |
July 31, 2022 | 75.24% |
June 30, 2022 | 75.24% |
May 31, 2022 | 75.24% |
April 30, 2022 | 75.24% |
Date | Value |
---|---|
March 31, 2022 | 75.24% |
February 28, 2022 | 75.24% |
January 31, 2022 | 75.24% |
December 31, 2021 | 75.24% |
November 30, 2021 | 75.24% |
October 31, 2021 | 75.24% |
September 30, 2021 | 75.24% |
August 31, 2021 | 75.24% |
July 31, 2021 | 75.24% |
June 30, 2021 | 75.24% |
May 31, 2021 | 75.24% |
April 30, 2021 | 75.24% |
March 31, 2021 | 75.24% |
February 28, 2021 | 75.24% |
January 31, 2021 | 75.24% |
December 31, 2020 | 75.24% |
November 30, 2020 | 75.24% |
October 31, 2020 | 75.24% |
September 30, 2020 | 75.24% |
August 31, 2020 | 75.24% |
July 31, 2020 | 75.24% |
June 30, 2020 | 75.24% |
May 31, 2020 | 75.24% |
April 30, 2020 | 75.24% |
March 31, 2020 | 75.24% |
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
35.70%
Minimum
Aug 2019
75.24%
Maximum
Mar 2020
69.02%
Average
75.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Allegiant Travel Co | 79.24% |
Air Transport Services Group Inc | 65.51% |
Hawaiian Holdings Inc | 88.08% |
JetBlue Airways Corp | 82.95% |
SkyWest Inc | 81.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.420 |
Beta (5Y) | 1.718 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.33% |
Historical Sharpe Ratio (5Y) | 0.2243 |
Historical Sortino (5Y) | 0.2407 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.30% |