Guardian Capital Group Ltd (GCG.TO)
45.00
0.00 (0.00%)
CAD |
TSX |
May 16, 16:00
Guardian Capital Group Max Drawdown (5Y): 43.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.26% |
March 31, 2024 | 43.26% |
February 29, 2024 | 43.26% |
January 31, 2024 | 43.26% |
December 31, 2023 | 43.26% |
November 30, 2023 | 43.26% |
October 31, 2023 | 43.26% |
September 30, 2023 | 43.26% |
August 31, 2023 | 43.26% |
July 31, 2023 | 43.26% |
June 30, 2023 | 43.26% |
May 31, 2023 | 43.26% |
April 30, 2023 | 43.26% |
March 31, 2023 | 43.26% |
February 28, 2023 | 43.26% |
January 31, 2023 | 43.26% |
December 31, 2022 | 43.26% |
November 30, 2022 | 43.26% |
October 31, 2022 | 43.26% |
September 30, 2022 | 43.26% |
August 31, 2022 | 43.26% |
July 31, 2022 | 43.26% |
June 30, 2022 | 43.26% |
May 31, 2022 | 43.26% |
April 30, 2022 | 43.26% |
Date | Value |
---|---|
March 31, 2022 | 43.26% |
February 28, 2022 | 43.26% |
January 31, 2022 | 43.26% |
December 31, 2021 | 43.26% |
November 30, 2021 | 43.26% |
October 31, 2021 | 43.26% |
September 30, 2021 | 43.26% |
August 31, 2021 | 43.26% |
July 31, 2021 | 43.26% |
June 30, 2021 | 43.26% |
May 31, 2021 | 43.26% |
April 30, 2021 | 43.26% |
March 31, 2021 | 43.26% |
February 28, 2021 | 43.26% |
January 31, 2021 | 43.26% |
December 31, 2020 | 43.26% |
November 30, 2020 | 43.26% |
October 31, 2020 | 43.26% |
September 30, 2020 | 43.26% |
August 31, 2020 | 43.26% |
July 31, 2020 | 43.26% |
June 30, 2020 | 43.26% |
May 31, 2020 | 43.26% |
April 30, 2020 | 43.26% |
March 31, 2020 | 43.26% |
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
33.14%
Minimum
May 2019
43.26%
Maximum
Mar 2020
41.58%
Average
43.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Armada Mercantile Ltd | 96.71% |
Esstra Industries Inc | 88.89% |
Bluesky Digital Assets Corp | 99.14% |
Sixty Six Capital Inc | 98.92% |
Luxxfolio Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.694 |
Beta (5Y) | 1.25 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.69% |
Historical Sharpe Ratio (5Y) | 0.4441 |
Historical Sortino (5Y) | 0.6539 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.23% |