Canoe EIT Income Fund (DELISTED) (EIT.UN.TO:DL)

13.58 +0.07 (+0.52%) CAD  |  TSX  |  Jun 28, 16:00
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Canoe EIT Income Fund Max Drawdown (5Y): 50.35% for May 31, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Polaris Northstar Capital Corp 99.98%
SOL Global Investments Corp 99.54%
Eat & Beyond Global Holdings Inc --
GOAT Industries Ltd --
Cloud3 Ventures Inc --

Max Drawdown (5Y) Related Metrics

Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.37%
Historical Sharpe Ratio (5Y) 0.6618
Historical Sortino (5Y) 0.5925
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.92%