Esstra Industries Inc (ESS.V)
0.05
0.00 (0.00%)
CAD |
TSXV |
May 15, 16:00
Esstra Industries Max Drawdown (5Y): 88.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.89% |
| March 31, 2024 | 88.89% |
| February 29, 2024 | 88.89% |
| January 31, 2024 | 88.89% |
| December 31, 2023 | 88.89% |
| November 30, 2023 | 88.89% |
| October 31, 2023 | 88.89% |
| September 30, 2023 | 88.89% |
| August 31, 2023 | 88.89% |
| July 31, 2023 | 88.89% |
| June 30, 2023 | 88.89% |
| May 31, 2023 | 88.89% |
| April 30, 2023 | 77.78% |
| March 31, 2023 | 77.78% |
| February 28, 2023 | 77.78% |
| January 31, 2023 | 77.78% |
| December 31, 2022 | 77.78% |
| November 30, 2022 | 55.56% |
| October 31, 2022 | 55.56% |
| September 30, 2022 | 55.56% |
| August 31, 2022 | 55.56% |
| July 31, 2022 | 55.56% |
| June 30, 2022 | 55.56% |
| May 31, 2022 | 55.56% |
| April 30, 2022 | 55.56% |
| Date | Value |
|---|---|
| March 31, 2022 | 55.56% |
| February 28, 2022 | 55.56% |
| January 31, 2022 | 55.56% |
| December 31, 2021 | 55.56% |
| November 30, 2021 | 55.56% |
| October 31, 2021 | 55.56% |
| September 30, 2021 | 54.17% |
| August 31, 2021 | 54.17% |
| July 31, 2021 | 54.17% |
| June 30, 2021 | 54.17% |
| May 31, 2021 | 54.17% |
| April 30, 2021 | 66.67% |
| March 31, 2021 | 89.04% |
| February 28, 2021 | 89.04% |
| January 31, 2021 | 89.04% |
| December 31, 2020 | 97.56% |
| November 30, 2020 | 97.56% |
| October 31, 2020 | 97.56% |
| September 30, 2020 | 97.56% |
| August 31, 2020 | 97.56% |
| July 31, 2020 | 97.56% |
| June 30, 2020 | 97.56% |
| May 31, 2020 | 97.56% |
| April 30, 2020 | 97.56% |
| March 31, 2020 | 97.56% |
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
54.17%
Minimum
May 2021
97.56%
Maximum
May 2019
79.82%
Average
88.89%
Median
May 2023
Max Drawdown (5Y) Benchmarks
| Armada Mercantile Ltd | 96.71% |
| Guardian Capital Group Ltd | 43.26% |
| Bluesky Digital Assets Corp | 99.14% |
| Sixty Six Capital Inc | 98.92% |
| Luxxfolio Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.47 |
| Beta (5Y) | 0.6921 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.40% |
| Historical Sharpe Ratio (5Y) | -0.282 |
| Historical Sortino (5Y) | -0.5119 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |