BMTC Group, Inc. (GBT.TO)
13.24
-0.45
(-3.29%)
CAD |
TSX |
Jun 11, 13:40
BMTC Group Max Drawdown (5Y) : 32.73% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 32.73% |
| April 30, 2026 | 32.73% |
| March 31, 2026 | 32.73% |
| February 28, 2026 | 36.32% |
| January 31, 2026 | 38.77% |
| December 31, 2025 | 38.77% |
| November 30, 2025 | 38.77% |
| October 31, 2025 | 50.53% |
| September 30, 2025 | 51.05% |
| August 31, 2025 | 51.05% |
| July 31, 2025 | 51.05% |
| June 30, 2025 | 54.28% |
| May 31, 2025 | 60.90% |
| April 30, 2025 | 64.98% |
| March 31, 2025 | 67.76% |
| February 28, 2025 | 67.76% |
| January 31, 2025 | 67.76% |
| December 31, 2024 | 67.76% |
| November 30, 2024 | 67.76% |
| October 31, 2024 | 67.76% |
| September 30, 2024 | 67.76% |
| August 31, 2024 | 67.76% |
| July 31, 2024 | 67.76% |
| June 30, 2024 | 67.76% |
| May 31, 2024 | 67.76% |
| Date | Value |
|---|---|
| April 30, 2024 | 67.76% |
| March 31, 2024 | 67.76% |
| February 29, 2024 | 67.76% |
| January 31, 2024 | 67.76% |
| December 31, 2023 | 67.76% |
| November 30, 2023 | 67.76% |
| October 31, 2023 | 67.76% |
| September 30, 2023 | 67.76% |
| August 31, 2023 | 67.76% |
| July 31, 2023 | 67.76% |
| June 30, 2023 | 67.76% |
| May 31, 2023 | 67.76% |
| April 30, 2023 | 67.76% |
| March 31, 2023 | 67.76% |
| February 28, 2023 | 67.76% |
| January 31, 2023 | 67.76% |
| December 31, 2022 | 67.76% |
| November 30, 2022 | 67.76% |
| October 31, 2022 | 67.76% |
| September 30, 2022 | 67.76% |
| August 31, 2022 | 67.76% |
| July 31, 2022 | 67.76% |
| June 30, 2022 | 67.76% |
| May 31, 2022 | 67.76% |
| April 30, 2022 | 67.76% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Leon's Furniture Ltd. | 41.57% |
| Aritzia, Inc. | 64.82% |
| Roots Corp. | 82.63% |
| Reitmans (Canada) Ltd. | 93.99% |
| Pet Valu Holdings Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.104 |
| Beta (5Y) | -0.0608 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.64% |
| Historical Sharpe Ratio (5Y) | -0.0758 |
| Historical Sortino (5Y) | -0.1351 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.39% |