GDI Integrated Facility Services Inc (GDI.TO)
36.62
+0.77
(+2.15%)
CAD |
TSX |
May 03, 16:00
GDI Integrated Facility Services Max Drawdown (5Y): 40.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 40.66% |
| March 31, 2024 | 40.66% |
| February 29, 2024 | 40.66% |
| January 31, 2024 | 40.66% |
| December 31, 2023 | 40.66% |
| November 30, 2023 | 40.05% |
| October 31, 2023 | 37.50% |
| September 30, 2023 | 36.34% |
| August 31, 2023 | 36.34% |
| July 31, 2023 | 36.34% |
| June 30, 2023 | 36.34% |
| May 31, 2023 | 36.34% |
| April 30, 2023 | 36.34% |
| March 31, 2023 | 36.34% |
| February 28, 2023 | 36.34% |
| January 31, 2023 | 36.34% |
| December 31, 2022 | 36.34% |
| November 30, 2022 | 36.34% |
| October 31, 2022 | 36.34% |
| September 30, 2022 | 36.34% |
| August 31, 2022 | 36.34% |
| July 31, 2022 | 36.34% |
| June 30, 2022 | 36.34% |
| May 31, 2022 | 36.34% |
| April 30, 2022 | 36.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.34% |
| February 28, 2022 | 36.34% |
| January 31, 2022 | 36.34% |
| December 31, 2021 | 36.34% |
| November 30, 2021 | 36.34% |
| October 31, 2021 | 36.34% |
| September 30, 2021 | 36.34% |
| August 31, 2021 | 36.34% |
| July 31, 2021 | 36.48% |
| June 30, 2021 | 36.48% |
| May 31, 2021 | 41.62% |
| April 30, 2021 | 43.94% |
| March 31, 2021 | 48.01% |
| February 28, 2021 | 49.07% |
| January 31, 2021 | 52.50% |
| December 31, 2020 | 52.55% |
| November 30, 2020 | 52.55% |
| October 31, 2020 | 52.55% |
| September 30, 2020 | 52.55% |
| August 31, 2020 | 52.55% |
| July 31, 2020 | 52.55% |
| June 30, 2020 | 52.55% |
| May 31, 2020 | 52.55% |
| April 30, 2020 | 52.55% |
| March 31, 2020 | 52.55% |
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
36.34%
Minimum
Aug 2021
52.55%
Maximum
May 2019
43.08%
Average
40.35%
Median
Max Drawdown (5Y) Benchmarks
| Bactech Environmental Corp | 96.43% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 98.70% |
| Newlox Gold Ventures Corp | 85.83% |
| ParcelPal Logistics Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7075 |
| Beta (5Y) | 1.031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.60% |
| Historical Sharpe Ratio (5Y) | 0.2188 |
| Historical Sortino (5Y) | 0.3802 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.46% |