Earthworks Industries Inc (EWK.V)
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Nov 21, 16:00
Earthworks Industries Max Drawdown (5Y): 90.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.00% |
| September 30, 2024 | 88.00% |
| August 31, 2024 | 88.00% |
| July 31, 2024 | 88.00% |
| June 30, 2024 | 79.66% |
| May 31, 2024 | 79.66% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
90.00%
Maximum
Oct 2024
87.48%
Average
88.14%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.39 |
| Beta (5Y) | 0.5796 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.1% |
| Historical Sharpe Ratio (5Y) | -0.0811 |
| Historical Sortino (5Y) | -0.1942 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.36% |