Exco Technologies Ltd (EXCOF)
5.45
0.00 (0.00%)
USD |
OTCM |
Jun 21, 16:00
Exco Technologies Max Drawdown (5Y): 72.57% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 72.57% |
April 30, 2024 | 72.57% |
March 31, 2024 | 72.57% |
February 29, 2024 | 72.57% |
January 31, 2024 | 72.57% |
December 31, 2023 | 72.57% |
November 30, 2023 | 72.57% |
October 31, 2023 | 72.57% |
September 30, 2023 | 72.57% |
August 31, 2023 | 72.57% |
July 31, 2023 | 72.57% |
June 30, 2023 | 72.57% |
May 31, 2023 | 72.57% |
April 30, 2023 | 72.57% |
March 31, 2023 | 72.57% |
February 28, 2023 | 72.57% |
January 31, 2023 | 72.57% |
December 31, 2022 | 72.57% |
November 30, 2022 | 72.57% |
October 31, 2022 | 72.57% |
September 30, 2022 | 72.57% |
August 31, 2022 | 72.57% |
July 31, 2022 | 72.57% |
June 30, 2022 | 72.57% |
May 31, 2022 | 72.57% |
Date | Value |
---|---|
April 30, 2022 | 72.57% |
March 31, 2022 | 72.57% |
February 28, 2022 | 72.57% |
January 31, 2022 | 72.57% |
December 31, 2021 | 72.57% |
November 30, 2021 | 72.57% |
October 31, 2021 | 72.57% |
September 30, 2021 | 72.57% |
August 31, 2021 | 72.57% |
July 31, 2021 | 72.57% |
June 30, 2021 | 72.57% |
May 31, 2021 | 72.57% |
April 30, 2021 | 72.57% |
March 31, 2021 | 72.57% |
February 28, 2021 | 72.57% |
January 31, 2021 | 72.57% |
December 31, 2020 | 72.57% |
November 30, 2020 | 72.57% |
October 31, 2020 | 72.57% |
September 30, 2020 | 72.57% |
August 31, 2020 | 72.57% |
July 31, 2020 | 72.57% |
June 30, 2020 | 72.57% |
May 31, 2020 | 72.57% |
April 30, 2020 | 72.57% |
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
53.40%
Minimum
Jun 2019
72.57%
Maximum
Mar 2020
69.93%
Average
72.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
LXRandCo Inc | 99.47% |
Big 5 Sporting Goods Corp | 95.42% |
Birks Group Inc | 88.31% |
1-800-Flowers.com Inc | 84.46% |
NFT Ltd | 99.89% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.20 |
Beta (5Y) | 1.168 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.36% |
Historical Sharpe Ratio (5Y) | 0.0597 |
Historical Sortino (5Y) | 0.0845 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.14% |