Environmental Waste International Inc (EWS.V)
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Nov 01, 16:00
Environmental Waste International Max Drawdown (5Y): 98.90% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 98.90% |
August 31, 2024 | 97.80% |
July 31, 2024 | 97.80% |
June 30, 2024 | 97.80% |
May 31, 2024 | 97.80% |
April 30, 2024 | 97.80% |
March 31, 2024 | 97.80% |
February 29, 2024 | 97.80% |
January 31, 2024 | 97.80% |
December 31, 2023 | 97.80% |
November 30, 2023 | 96.70% |
October 31, 2023 | 95.60% |
September 30, 2023 | 95.60% |
August 31, 2023 | 95.60% |
July 31, 2023 | 95.60% |
June 30, 2023 | 95.60% |
May 31, 2023 | 95.60% |
April 30, 2023 | 95.60% |
March 31, 2023 | 95.60% |
February 28, 2023 | 95.60% |
January 31, 2023 | 95.60% |
December 31, 2022 | 95.60% |
November 30, 2022 | 95.60% |
October 31, 2022 | 95.60% |
September 30, 2022 | 94.51% |
Date | Value |
---|---|
August 31, 2022 | 93.41% |
July 31, 2022 | 92.31% |
June 30, 2022 | 91.21% |
May 31, 2022 | 90.11% |
April 30, 2022 | 87.91% |
March 31, 2022 | 86.81% |
February 28, 2022 | 86.81% |
January 31, 2022 | 90.57% |
December 31, 2021 | 94.34% |
November 30, 2021 | 94.34% |
October 31, 2021 | 94.34% |
September 30, 2021 | 94.34% |
August 31, 2021 | 94.34% |
July 31, 2021 | 95.38% |
June 30, 2021 | 95.38% |
May 31, 2021 | 95.38% |
April 30, 2021 | 95.38% |
March 31, 2021 | 95.38% |
February 28, 2021 | 95.38% |
January 31, 2021 | 95.38% |
December 31, 2020 | 95.38% |
November 30, 2020 | 95.38% |
October 31, 2020 | 95.38% |
September 30, 2020 | 95.38% |
August 31, 2020 | 95.38% |
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
86.81%
Minimum
Feb 2022
98.90%
Maximum
Sep 2024
95.04%
Average
95.38%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.33 |
Beta (5Y) | -0.4006 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 129.3% |
Historical Sharpe Ratio (5Y) | -0.293 |
Historical Sortino (5Y) | -0.8031 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |