Findev Inc (FDI.V)
0.435
+0.01
(+2.35%)
CAD |
TSXV |
Nov 13, 16:00
Findev Max Drawdown (5Y): 85.86% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 85.86% |
August 31, 2024 | 85.86% |
July 31, 2024 | 85.86% |
June 30, 2024 | 85.86% |
May 31, 2024 | 85.86% |
April 30, 2024 | 85.86% |
March 31, 2024 | 87.09% |
February 29, 2024 | 88.33% |
January 31, 2024 | 88.58% |
December 31, 2023 | 90.56% |
November 30, 2023 | 92.48% |
October 31, 2023 | 92.48% |
September 30, 2023 | 93.80% |
August 31, 2023 | 96.10% |
July 31, 2023 | 96.10% |
June 30, 2023 | 96.10% |
May 31, 2023 | 96.16% |
April 30, 2023 | 96.32% |
March 31, 2023 | 96.32% |
February 28, 2023 | 96.33% |
January 31, 2023 | 96.69% |
December 31, 2022 | 96.69% |
November 30, 2022 | 97.25% |
October 31, 2022 | 97.25% |
September 30, 2022 | 97.25% |
Date | Value |
---|---|
August 31, 2022 | 97.25% |
July 31, 2022 | 97.25% |
June 30, 2022 | 97.25% |
May 31, 2022 | 97.25% |
April 30, 2022 | 97.25% |
March 31, 2022 | 97.25% |
February 28, 2022 | 97.25% |
January 31, 2022 | 97.25% |
December 31, 2021 | 97.25% |
November 30, 2021 | 97.25% |
October 31, 2021 | 97.25% |
September 30, 2021 | 97.54% |
August 31, 2021 | 97.54% |
July 31, 2021 | 97.54% |
June 30, 2021 | 97.54% |
May 31, 2021 | 97.54% |
April 30, 2021 | 97.54% |
March 31, 2021 | 97.54% |
February 28, 2021 | 97.54% |
January 31, 2021 | 97.54% |
December 31, 2020 | 97.54% |
November 30, 2020 | 97.54% |
October 31, 2020 | 97.54% |
September 30, 2020 | 97.54% |
August 31, 2020 | 97.54% |
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
85.86%
Minimum
Apr 2024
97.54%
Maximum
Nov 2019
95.26%
Average
97.25%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
FinCanna Capital Corp | 99.96% |
Propel Holdings Inc | -- |
Armada Mercantile Ltd | 90.79% |
New Frontier Ventures Inc | 99.64% |
Quinsam Capital Corp | 95.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.580 |
Beta (5Y) | 0.6586 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.04% |
Historical Sharpe Ratio (5Y) | 0.04 |
Historical Sortino (5Y) | 0.0672 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.98% |