ReGen III Corp (GIII.V)
0.25
+0.02
(+8.70%)
CAD |
TSXV |
Nov 21, 16:00
ReGen III Max Drawdown (5Y): 90.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 90.00% |
| August 31, 2024 | 90.00% |
| July 31, 2024 | 88.00% |
| June 30, 2024 | 87.25% |
| May 31, 2024 | 86.98% |
| April 30, 2024 | 86.98% |
| March 31, 2024 | 86.98% |
| February 29, 2024 | 86.98% |
| January 31, 2024 | 86.98% |
| December 31, 2023 | 86.98% |
| November 30, 2023 | 86.98% |
| October 31, 2023 | 86.98% |
| September 30, 2023 | 86.98% |
| August 31, 2023 | 86.98% |
| July 31, 2023 | 86.98% |
| June 30, 2023 | 86.98% |
| May 31, 2023 | 86.98% |
| April 30, 2023 | 86.98% |
| March 31, 2023 | 86.98% |
| February 28, 2023 | 86.98% |
| January 31, 2023 | 86.98% |
| December 31, 2022 | 86.98% |
| November 30, 2022 | 86.98% |
| October 31, 2022 | 86.98% |
| September 30, 2022 | 86.98% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.98% |
| July 31, 2022 | 86.98% |
| June 30, 2022 | 86.98% |
| May 31, 2022 | 86.98% |
| April 30, 2022 | 86.98% |
| March 31, 2022 | 86.98% |
| February 28, 2022 | 86.98% |
| January 31, 2022 | 86.98% |
| December 31, 2021 | 86.98% |
| November 30, 2021 | 86.98% |
| October 31, 2021 | 94.12% |
| September 30, 2021 | 94.93% |
| August 31, 2021 | 98.00% |
| July 31, 2021 | 99.04% |
| June 30, 2021 | 99.04% |
| May 31, 2021 | 99.04% |
| April 30, 2021 | 99.04% |
| March 31, 2021 | 99.04% |
| February 28, 2021 | 99.44% |
| January 31, 2021 | 99.44% |
| December 31, 2020 | 99.44% |
| November 30, 2020 | 99.44% |
| October 31, 2020 | 99.44% |
| September 30, 2020 | 99.44% |
| August 31, 2020 | 99.44% |
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
86.98%
Minimum
Nov 2021
99.44%
Maximum
Nov 2019
91.95%
Average
86.98%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Suncor Energy Inc | 70.76% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| James Bay Resources Ltd | 91.94% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.34 |
| Beta (5Y) | 1.477 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.72% |
| Historical Sharpe Ratio (5Y) | -0.0158 |
| Historical Sortino (5Y) | -0.0354 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |