Goodfood Market Corp (FOOD.TO)
0.53
+0.06
(+13.98%)
CAD |
TSX |
Nov 15, 11:35
Goodfood Market Max Drawdown (5Y): 98.55% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.55% |
| August 31, 2024 | 98.55% |
| July 31, 2024 | 98.55% |
| June 30, 2024 | 98.55% |
| May 31, 2024 | 98.55% |
| April 30, 2024 | 98.55% |
| March 31, 2024 | 98.55% |
| February 29, 2024 | 98.55% |
| January 31, 2024 | 98.55% |
| December 31, 2023 | 98.55% |
| November 30, 2023 | 98.14% |
| October 31, 2023 | 98.14% |
| September 30, 2023 | 98.14% |
| August 31, 2023 | 98.14% |
| July 31, 2023 | 98.14% |
| June 30, 2023 | 98.14% |
| May 31, 2023 | 98.14% |
| April 30, 2023 | 98.14% |
| March 31, 2023 | 98.14% |
| February 28, 2023 | 98.14% |
| January 31, 2023 | 98.14% |
| December 31, 2022 | 98.14% |
| November 30, 2022 | 98.14% |
| October 31, 2022 | 97.78% |
| September 30, 2022 | 93.81% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.91% |
| July 31, 2022 | 91.88% |
| June 30, 2022 | 90.16% |
| May 31, 2022 | 88.99% |
| April 30, 2022 | 85.82% |
| March 31, 2022 | 85.82% |
| February 28, 2022 | 81.21% |
| January 31, 2022 | 79.01% |
| December 31, 2021 | 74.19% |
| November 30, 2021 | 71.85% |
| October 31, 2021 | 70.97% |
| September 30, 2021 | 70.97% |
| August 31, 2021 | 70.97% |
| July 31, 2021 | 74.19% |
| June 30, 2021 | 74.19% |
| May 31, 2021 | 74.19% |
| April 30, 2021 | 74.19% |
| March 31, 2021 | 74.19% |
| February 28, 2021 | 74.19% |
| January 31, 2021 | 74.19% |
| December 31, 2020 | 74.19% |
| November 30, 2020 | 74.19% |
| October 31, 2020 | 74.19% |
| September 30, 2020 | 74.19% |
| August 31, 2020 | 74.19% |
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
70.97%
Minimum
Aug 2021
98.55%
Maximum
Dec 2023
85.86%
Average
85.82%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Boyd Group Services Inc | 53.13% |
| Rumbu Holdings Ltd | -- |
| Green River Gold Corp | 85.00% |
| Aether Catalyst Solutions Inc | 93.33% |
| JIVA Technologies Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.98 |
| Beta (5Y) | -0.4168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.82% |
| Historical Sharpe Ratio (5Y) | -0.4848 |
| Historical Sortino (5Y) | -0.8753 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.83% |