Empire Co Ltd (EMLAF)
24.84
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Empire Max Drawdown (5Y): 39.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 39.20% |
| March 31, 2024 | 39.20% |
| February 29, 2024 | 39.20% |
| January 31, 2024 | 39.20% |
| December 31, 2023 | 39.20% |
| November 30, 2023 | 39.20% |
| October 31, 2023 | 39.20% |
| September 30, 2023 | 39.20% |
| August 31, 2023 | 39.20% |
| July 31, 2023 | 39.20% |
| June 30, 2023 | 39.20% |
| May 31, 2023 | 39.20% |
| April 30, 2023 | 39.20% |
| March 31, 2023 | 39.20% |
| February 28, 2023 | 39.20% |
| January 31, 2023 | 39.20% |
| December 31, 2022 | 39.20% |
| November 30, 2022 | 39.20% |
| October 31, 2022 | 39.20% |
| September 30, 2022 | 39.20% |
| August 31, 2022 | 39.20% |
| July 31, 2022 | 39.20% |
| June 30, 2022 | 39.20% |
| May 31, 2022 | 39.20% |
| April 30, 2022 | 40.27% |
| Date | Value |
|---|---|
| March 31, 2022 | 40.27% |
| February 28, 2022 | 40.27% |
| January 31, 2022 | 40.61% |
| December 31, 2021 | 51.02% |
| November 30, 2021 | 51.02% |
| October 31, 2021 | 53.88% |
| September 30, 2021 | 55.88% |
| August 31, 2021 | 55.88% |
| July 31, 2021 | 55.88% |
| June 30, 2021 | 55.88% |
| May 31, 2021 | 55.88% |
| April 30, 2021 | 55.88% |
| March 31, 2021 | 55.88% |
| February 28, 2021 | 55.88% |
| January 31, 2021 | 55.88% |
| December 31, 2020 | 55.88% |
| November 30, 2020 | 55.88% |
| October 31, 2020 | 55.88% |
| September 30, 2020 | 55.88% |
| August 31, 2020 | 55.88% |
| July 31, 2020 | 55.88% |
| June 30, 2020 | 55.88% |
| May 31, 2020 | 55.88% |
| April 30, 2020 | 55.88% |
| March 31, 2020 | 55.88% |
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
39.20%
Minimum
May 2022
55.88%
Maximum
May 2019
47.98%
Average
52.45%
Median
Max Drawdown (5Y) Benchmarks
| The Kroger Co | 48.12% |
| Healthier Choices Management Corp | 100.0% |
| Om Holdings International Inc | 99.66% |
| Grocery Outlet Holding Corp | -- |
| SNDL Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.460 |
| Beta (5Y) | 0.4869 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.98% |
| Historical Sharpe Ratio (5Y) | 0.0439 |
| Historical Sortino (5Y) | 0.0701 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.53% |