Grand Peak Capital Corp (GPK.CX)
0.15
0.00 (0.00%)
CAD |
CNSX |
Nov 21, 16:00
Grand Peak Capital Max Drawdown (5Y): 99.23% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.23% |
| August 31, 2024 | 99.23% |
| July 31, 2024 | 99.23% |
| June 30, 2024 | 99.23% |
| May 31, 2024 | 99.23% |
| April 30, 2024 | 99.23% |
| March 31, 2024 | 99.23% |
| February 29, 2024 | 99.23% |
| January 31, 2024 | 98.46% |
| December 31, 2023 | 98.46% |
| November 30, 2023 | 98.46% |
| October 31, 2023 | 98.46% |
| September 30, 2023 | 96.00% |
| August 31, 2023 | 96.00% |
| July 31, 2023 | 96.00% |
| June 30, 2023 | 96.00% |
| May 31, 2023 | 96.00% |
| April 30, 2023 | 96.00% |
| March 31, 2023 | 96.00% |
| February 28, 2023 | 96.00% |
| January 31, 2023 | 96.00% |
| December 31, 2022 | 96.00% |
| November 30, 2022 | 96.00% |
| October 31, 2022 | 97.00% |
| September 30, 2022 | 97.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.80% |
| July 31, 2022 | 97.80% |
| June 30, 2022 | 97.80% |
| May 31, 2022 | 97.80% |
| April 30, 2022 | 98.00% |
| March 31, 2022 | 98.00% |
| February 28, 2022 | 98.00% |
| January 31, 2022 | 98.00% |
| December 31, 2021 | 98.00% |
| November 30, 2021 | 98.00% |
| October 31, 2021 | 98.00% |
| September 30, 2021 | 98.00% |
| August 31, 2021 | 98.00% |
| July 31, 2021 | 98.00% |
| June 30, 2021 | 98.00% |
| May 31, 2021 | 98.00% |
| April 30, 2021 | 98.00% |
| March 31, 2021 | 98.00% |
| February 28, 2021 | 98.00% |
| January 31, 2021 | 98.00% |
| December 31, 2020 | 98.00% |
| November 30, 2020 | 98.00% |
| October 31, 2020 | 99.00% |
| September 30, 2020 | 99.00% |
| August 31, 2020 | 99.00% |
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
96.00%
Minimum
Nov 2022
99.80%
Maximum
Nov 2019
98.02%
Average
98.00%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Quinsam Capital Corp | 95.36% |
| MedBright AI Investments Inc | 96.30% |
| ThreeD Capital Inc | 99.56% |
| Canadian Nexus Team Ventures Corp | 97.92% |
| Planet Ventures Inc | 97.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.92 |
| Beta (5Y) | 1.572 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.33K% |
| Historical Sharpe Ratio (5Y) | -0.0128 |
| Historical Sortino (5Y) | -0.1783 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 86.67% |