Glacier Media Inc (GVC.TO)
0.095
0.00 (0.00%)
CAD |
TSX |
May 17, 10:35
Glacier Media Max Drawdown (5Y): 90.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.26% |
| March 31, 2024 | 88.96% |
| February 29, 2024 | 88.31% |
| January 31, 2024 | 88.31% |
| December 31, 2023 | 88.31% |
| November 30, 2023 | 88.31% |
| October 31, 2023 | 86.36% |
| September 30, 2023 | 84.42% |
| August 31, 2023 | 83.73% |
| July 31, 2023 | 83.73% |
| June 30, 2023 | 83.73% |
| May 31, 2023 | 83.73% |
| April 30, 2023 | 83.73% |
| March 31, 2023 | 83.73% |
| February 28, 2023 | 83.73% |
| January 31, 2023 | 83.73% |
| December 31, 2022 | 83.73% |
| November 30, 2022 | 83.73% |
| October 31, 2022 | 83.73% |
| September 30, 2022 | 83.73% |
| August 31, 2022 | 83.73% |
| July 31, 2022 | 83.73% |
| June 30, 2022 | 83.73% |
| May 31, 2022 | 83.73% |
| April 30, 2022 | 83.73% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.73% |
| February 28, 2022 | 83.73% |
| January 31, 2022 | 83.73% |
| December 31, 2021 | 83.73% |
| November 30, 2021 | 83.73% |
| October 31, 2021 | 83.73% |
| September 30, 2021 | 83.73% |
| August 31, 2021 | 83.73% |
| July 31, 2021 | 83.73% |
| June 30, 2021 | 83.73% |
| May 31, 2021 | 83.73% |
| April 30, 2021 | 83.73% |
| March 31, 2021 | 83.73% |
| February 28, 2021 | 83.73% |
| January 31, 2021 | 83.73% |
| December 31, 2020 | 83.73% |
| November 30, 2020 | 83.73% |
| October 31, 2020 | 83.73% |
| September 30, 2020 | 83.73% |
| August 31, 2020 | 83.73% |
| July 31, 2020 | 83.73% |
| June 30, 2020 | 83.73% |
| May 31, 2020 | 80.74% |
| April 30, 2020 | 79.23% |
| March 31, 2020 | 73.92% |
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
72.20%
Minimum
May 2019
90.26%
Maximum
Apr 2024
82.08%
Average
83.73%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Advantex Marketing International Inc | -- |
| Tower One Wireless Corp | 94.12% |
| P2Earn Inc | -- |
| Rift Valley Resources Corp | 87.50% |
| Adamant Holding Inc | 97.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.28 |
| Beta (5Y) | 0.6566 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.10% |
| Historical Sharpe Ratio (5Y) | -0.6929 |
| Historical Sortino (5Y) | -1.184 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.56% |