BMTC Group Inc (GBT.TO)
13.80
+0.55
(+4.15%)
CAD |
TSX |
Jun 26, 11:50
BMTC Group Max Drawdown (5Y): 67.76% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 67.76% |
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% |
Date | Value |
---|---|
April 30, 2022 | 67.76% |
March 31, 2022 | 67.76% |
February 28, 2022 | 67.76% |
January 31, 2022 | 67.76% |
December 31, 2021 | 67.76% |
November 30, 2021 | 67.76% |
October 31, 2021 | 67.76% |
September 30, 2021 | 67.76% |
August 31, 2021 | 67.76% |
July 31, 2021 | 67.76% |
June 30, 2021 | 67.76% |
May 31, 2021 | 67.76% |
April 30, 2021 | 67.76% |
March 31, 2021 | 67.76% |
February 28, 2021 | 67.76% |
January 31, 2021 | 67.76% |
December 31, 2020 | 67.76% |
November 30, 2020 | 67.76% |
October 31, 2020 | 67.76% |
September 30, 2020 | 67.76% |
August 31, 2020 | 67.76% |
July 31, 2020 | 67.76% |
June 30, 2020 | 67.76% |
May 31, 2020 | 67.76% |
April 30, 2020 | 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
42.61%
Minimum
Jun 2019
67.76%
Maximum
Apr 2020
64.33%
Average
67.76%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Rocky Mountain Liquor Inc | 96.43% |
PlantX Life Inc | 100.00% |
Emerge Commerce Ltd | -- |
Nextech3d AI Corp | -- |
Green River Gold Corp | 65.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.998 |
Beta (5Y) | 0.6361 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.32% |
Historical Sharpe Ratio (5Y) | -0.0219 |
Historical Sortino (5Y) | -0.0374 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.30% |