Earthworks Industries Inc (EWK.V)
0.18
0.00 (0.00%)
CAD |
TSXV |
May 08, 12:47
Earthworks Industries Max Drawdown (5Y): 79.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.66% |
March 31, 2024 | 83.05% |
February 29, 2024 | 83.05% |
January 31, 2024 | 83.05% |
December 31, 2023 | 88.14% |
November 30, 2023 | 88.14% |
October 31, 2023 | 88.14% |
September 30, 2023 | 88.14% |
August 31, 2023 | 88.14% |
July 31, 2023 | 88.14% |
June 30, 2023 | 88.14% |
May 31, 2023 | 88.14% |
April 30, 2023 | 88.14% |
March 31, 2023 | 88.14% |
February 28, 2023 | 88.14% |
January 31, 2023 | 88.14% |
December 31, 2022 | 88.14% |
November 30, 2022 | 88.14% |
October 31, 2022 | 88.14% |
September 30, 2022 | 88.14% |
August 31, 2022 | 88.14% |
July 31, 2022 | 88.14% |
June 30, 2022 | 88.14% |
May 31, 2022 | 88.14% |
April 30, 2022 | 88.14% |
Date | Value |
---|---|
March 31, 2022 | 88.14% |
February 28, 2022 | 88.14% |
January 31, 2022 | 88.14% |
December 31, 2021 | 88.14% |
November 30, 2021 | 88.14% |
October 31, 2021 | 88.14% |
September 30, 2021 | 88.14% |
August 31, 2021 | 88.14% |
July 31, 2021 | 88.14% |
June 30, 2021 | 88.14% |
May 31, 2021 | 88.14% |
April 30, 2021 | 88.14% |
March 31, 2021 | 88.14% |
February 28, 2021 | 88.14% |
January 31, 2021 | 88.14% |
December 31, 2020 | 88.14% |
November 30, 2020 | 88.14% |
October 31, 2020 | 88.14% |
September 30, 2020 | 88.14% |
August 31, 2020 | 88.14% |
July 31, 2020 | 88.14% |
June 30, 2020 | 88.14% |
May 31, 2020 | 88.14% |
April 30, 2020 | 88.14% |
March 31, 2020 | 88.14% |
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
79.66%
Minimum
Apr 2024
88.14%
Maximum
May 2019
87.74%
Average
88.14%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.52 |
Beta (5Y) | 1.104 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 108.1% |
Historical Sharpe Ratio (5Y) | 0.2148 |
Historical Sortino (5Y) | 0.5936 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |