EnWave Corp (ENW.V)
0.25
-0.01
(-3.85%)
CAD |
TSXV |
Apr 30, 12:01
EnWave Max Drawdown (5Y): 91.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.17% |
| February 29, 2024 | 91.17% |
| January 31, 2024 | 91.17% |
| December 31, 2023 | 91.17% |
| November 30, 2023 | 91.17% |
| October 31, 2023 | 91.17% |
| September 30, 2023 | 90.60% |
| August 31, 2023 | 90.60% |
| July 31, 2023 | 90.04% |
| June 30, 2023 | 90.04% |
| May 31, 2023 | 90.04% |
| April 30, 2023 | 90.04% |
| March 31, 2023 | 90.04% |
| February 28, 2023 | 89.29% |
| January 31, 2023 | 86.09% |
| December 31, 2022 | 84.77% |
| November 30, 2022 | 84.59% |
| October 31, 2022 | 84.59% |
| September 30, 2022 | 81.95% |
| August 31, 2022 | 78.95% |
| July 31, 2022 | 78.20% |
| June 30, 2022 | 78.20% |
| May 31, 2022 | 78.20% |
| April 30, 2022 | 78.20% |
| March 31, 2022 | 78.20% |
| Date | Value |
|---|---|
| February 28, 2022 | 78.20% |
| January 31, 2022 | 78.20% |
| December 31, 2021 | 78.20% |
| November 30, 2021 | 78.20% |
| October 31, 2021 | 78.20% |
| September 30, 2021 | 78.20% |
| August 31, 2021 | 78.20% |
| July 31, 2021 | 78.20% |
| June 30, 2021 | 78.20% |
| May 31, 2021 | 78.20% |
| April 30, 2021 | 78.20% |
| March 31, 2021 | 78.20% |
| February 28, 2021 | 78.20% |
| January 31, 2021 | 78.20% |
| December 31, 2020 | 78.20% |
| November 30, 2020 | 78.20% |
| October 31, 2020 | 78.20% |
| September 30, 2020 | 78.20% |
| August 31, 2020 | 78.20% |
| July 31, 2020 | 78.20% |
| June 30, 2020 | 78.20% |
| May 31, 2020 | 78.20% |
| April 30, 2020 | 78.20% |
| March 31, 2020 | 78.20% |
| February 29, 2020 | 74.81% |
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
74.81%
Minimum
Apr 2019
91.17%
Maximum
Oct 2023
80.99%
Average
78.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bactech Environmental Corp | 96.43% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 98.70% |
| Newlox Gold Ventures Corp | 85.83% |
| ParcelPal Logistics Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.13 |
| Beta (5Y) | 1.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.45% |
| Historical Sharpe Ratio (5Y) | -0.5912 |
| Historical Sortino (5Y) | -1.044 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.46% |