Emergia Inc (EMER.CX)
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CAD |
CNSX |
Nov 21, 16:00
Emergia Max Drawdown (5Y): 96.55% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 96.55% |
August 31, 2024 | 96.55% |
July 31, 2024 | 96.55% |
June 30, 2024 | 96.55% |
May 31, 2024 | 96.55% |
April 30, 2024 | 96.55% |
March 31, 2024 | 96.55% |
February 29, 2024 | 96.55% |
January 31, 2024 | 96.55% |
December 31, 2023 | 96.55% |
November 30, 2023 | 96.55% |
October 31, 2023 | 96.55% |
September 30, 2023 | 96.55% |
August 31, 2023 | 96.55% |
July 31, 2023 | 96.55% |
June 30, 2023 | 96.55% |
May 31, 2023 | 96.55% |
April 30, 2023 | 96.55% |
March 31, 2023 | 96.28% |
February 28, 2023 | 96.28% |
January 31, 2023 | 96.28% |
December 31, 2022 | 96.28% |
November 30, 2022 | 96.28% |
October 31, 2022 | 96.28% |
September 30, 2022 | 94.97% |
Date | Value |
---|---|
August 31, 2022 | 93.24% |
July 31, 2022 | 93.10% |
June 30, 2022 | 93.10% |
May 31, 2022 | 93.10% |
April 30, 2022 | 94.00% |
March 31, 2022 | 94.00% |
February 28, 2022 | 94.00% |
January 31, 2022 | 94.00% |
December 31, 2021 | 94.00% |
November 30, 2021 | 94.00% |
October 31, 2021 | 94.00% |
September 30, 2021 | 94.00% |
August 31, 2021 | 94.00% |
July 31, 2021 | 96.00% |
June 30, 2021 | 96.00% |
May 31, 2021 | 96.00% |
April 30, 2021 | 96.00% |
March 31, 2021 | 96.00% |
February 28, 2021 | 96.00% |
January 31, 2021 | 96.00% |
December 31, 2020 | 96.00% |
November 30, 2020 | 96.00% |
October 31, 2020 | 96.00% |
September 30, 2020 | 96.00% |
August 31, 2020 | 96.00% |
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
93.10%
Minimum
May 2022
96.55%
Maximum
Apr 2023
95.68%
Average
96.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Mainstreet Equity Corp | 54.52% |
DREAM Unlimited Corp | 65.01% |
Becker Milk Co Ltd | 20.47% |
Tempus Capital Inc | 98.12% |
Nova Net Lease REIT | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -45.59 |
Beta (5Y) | 1.739 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.14% |
Historical Sharpe Ratio (5Y) | -0.3508 |
Historical Sortino (5Y) | -0.6577 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.45% |