Extendicare Inc (EXE.TO)
9.37
+0.14
(+1.52%)
CAD |
TSX |
Nov 07, 16:00
Extendicare Max Drawdown (5Y): 46.28% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 46.28% |
| August 31, 2024 | 46.28% |
| July 31, 2024 | 46.28% |
| June 30, 2024 | 46.28% |
| May 31, 2024 | 46.28% |
| April 30, 2024 | 46.28% |
| March 31, 2024 | 46.28% |
| February 29, 2024 | 46.28% |
| January 31, 2024 | 46.28% |
| December 31, 2023 | 46.28% |
| November 30, 2023 | 46.28% |
| October 31, 2023 | 46.28% |
| September 30, 2023 | 46.28% |
| August 31, 2023 | 46.28% |
| July 31, 2023 | 46.28% |
| June 30, 2023 | 46.28% |
| May 31, 2023 | 46.28% |
| April 30, 2023 | 46.28% |
| March 31, 2023 | 46.28% |
| February 28, 2023 | 46.28% |
| January 31, 2023 | 46.28% |
| December 31, 2022 | 46.28% |
| November 30, 2022 | 46.28% |
| October 31, 2022 | 46.28% |
| September 30, 2022 | 46.28% |
| Date | Value |
|---|---|
| August 31, 2022 | 46.28% |
| July 31, 2022 | 46.28% |
| June 30, 2022 | 46.28% |
| May 31, 2022 | 46.28% |
| April 30, 2022 | 46.28% |
| March 31, 2022 | 46.28% |
| February 28, 2022 | 46.28% |
| January 31, 2022 | 46.28% |
| December 31, 2021 | 46.28% |
| November 30, 2021 | 46.28% |
| October 31, 2021 | 46.28% |
| September 30, 2021 | 46.28% |
| August 31, 2021 | 46.28% |
| July 31, 2021 | 46.28% |
| June 30, 2021 | 46.28% |
| May 31, 2021 | 46.28% |
| April 30, 2021 | 46.28% |
| March 31, 2021 | 46.28% |
| February 28, 2021 | 46.28% |
| January 31, 2021 | 46.28% |
| December 31, 2020 | 46.28% |
| November 30, 2020 | 46.28% |
| October 31, 2020 | 46.28% |
| September 30, 2020 | 46.28% |
| August 31, 2020 | 46.28% |
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
38.77%
Minimum
Nov 2019
46.28%
Maximum
Mar 2020
45.78%
Average
46.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sienna Senior Living Inc | 53.17% |
| Medical Facilities Corp | 87.22% |
| NexgenRx Inc | 57.14% |
| Jack Nathan Medical Corp | 99.00% |
| Dentalcorp Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.672 |
| Beta (5Y) | 1.320 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.93% |
| Historical Sharpe Ratio (5Y) | 0.2418 |
| Historical Sortino (5Y) | 0.3415 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.04% |