Brompton Energy Split Corp (ESP.TO)
5.24
+0.24
(+4.80%)
CAD |
TSX |
May 17, 16:00
Brompton Energy Split Max Drawdown (5Y): 96.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.25% |
March 31, 2024 | 96.25% |
February 29, 2024 | 96.25% |
January 31, 2024 | 96.25% |
December 31, 2023 | 96.25% |
November 30, 2023 | 96.25% |
October 31, 2023 | 96.25% |
September 30, 2023 | 96.25% |
August 31, 2023 | 96.25% |
July 31, 2023 | 96.25% |
June 30, 2023 | 96.25% |
May 31, 2023 | 96.25% |
April 30, 2023 | 96.25% |
March 31, 2023 | 96.25% |
February 28, 2023 | 96.25% |
January 31, 2023 | 96.25% |
December 31, 2022 | 96.25% |
November 30, 2022 | 96.25% |
October 31, 2022 | 96.25% |
September 30, 2022 | 96.25% |
August 31, 2022 | 96.25% |
July 31, 2022 | 96.25% |
June 30, 2022 | 96.25% |
May 31, 2022 | 96.25% |
April 30, 2022 | 96.25% |
Date | Value |
---|---|
March 31, 2022 | 96.25% |
February 28, 2022 | 96.25% |
January 31, 2022 | 96.25% |
December 31, 2021 | 96.25% |
November 30, 2021 | 96.25% |
October 31, 2021 | 96.25% |
September 30, 2021 | 96.25% |
August 31, 2021 | 96.25% |
July 31, 2021 | 96.25% |
June 30, 2021 | 96.25% |
May 31, 2021 | 96.25% |
April 30, 2021 | 96.25% |
March 31, 2021 | 96.25% |
February 28, 2021 | 96.25% |
January 31, 2021 | 96.25% |
December 31, 2020 | 96.25% |
November 30, 2020 | 96.25% |
October 31, 2020 | 96.20% |
September 30, 2020 | 96.20% |
August 31, 2020 | 95.87% |
July 31, 2020 | 95.87% |
June 30, 2020 | 95.87% |
May 31, 2020 | 95.87% |
April 30, 2020 | 95.87% |
March 31, 2020 | 95.87% |
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
89.72%
Minimum
May 2019
96.25%
Maximum
Nov 2020
95.20%
Average
96.25%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Cypherpunk Holdings Inc | 86.11% |
Armada Mercantile Ltd | 96.71% |
New Frontier Ventures Inc | 99.64% |
Xtacy Therapeutics Corp | 98.16% |
Quinsam Capital Corp | 95.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.46 |
Beta (5Y) | 3.386 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 125.9% |
Historical Sharpe Ratio (5Y) | 0.0487 |
Historical Sortino (5Y) | 0.1482 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.00% |