Highwood Asset Management Ltd (HAM.V)
6.00
-0.25
(-4.00%)
CAD |
TSXV |
May 03, 16:00
Highwood Asset Management Max Drawdown (5Y): 86.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.53% |
| March 31, 2024 | 86.53% |
| February 29, 2024 | 86.53% |
| January 31, 2024 | 86.53% |
| December 31, 2023 | 84.85% |
| November 30, 2023 | 84.68% |
| October 31, 2023 | 84.11% |
| September 30, 2023 | 84.11% |
| August 31, 2023 | 84.11% |
| July 31, 2023 | 84.11% |
| June 30, 2023 | 84.11% |
| May 31, 2023 | 84.11% |
| April 30, 2023 | 84.11% |
| March 31, 2023 | 84.11% |
| February 28, 2023 | 84.11% |
| January 31, 2023 | 84.11% |
| December 31, 2022 | 84.11% |
| November 30, 2022 | 84.11% |
| October 31, 2022 | 84.11% |
| September 30, 2022 | 84.11% |
| August 31, 2022 | 84.11% |
| July 31, 2022 | 84.11% |
| June 30, 2022 | 84.11% |
| May 31, 2022 | 84.11% |
| April 30, 2022 | 84.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.11% |
| February 28, 2022 | 84.11% |
| January 31, 2022 | 84.11% |
| December 31, 2021 | 84.11% |
| November 30, 2021 | 84.11% |
| October 31, 2021 | 84.11% |
| September 30, 2021 | 84.11% |
| August 31, 2021 | 84.11% |
| July 31, 2021 | 84.11% |
| June 30, 2021 | 84.11% |
| May 31, 2021 | 84.11% |
| April 30, 2021 | 84.11% |
| March 31, 2021 | 84.11% |
| February 28, 2021 | 82.49% |
| January 31, 2021 | 79.63% |
| December 31, 2020 | 76.60% |
| November 30, 2020 | 60.00% |
| October 31, 2020 | 60.00% |
| September 30, 2020 | 60.00% |
| August 31, 2020 | 60.00% |
| July 31, 2020 | 60.00% |
| June 30, 2020 | 60.00% |
| May 31, 2020 | 60.00% |
| April 30, 2020 | 60.00% |
| March 31, 2020 | 60.00% |
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
60.00%
Minimum
May 2019
86.53%
Maximum
Jan 2024
76.43%
Average
84.11%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| Canadian Overseas Petroleum Ltd | 99.67% |
| James Bay Resources Ltd | 91.94% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.43 |
| Beta (5Y) | -0.958 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.81% |
| Historical Sharpe Ratio (5Y) | -0.3069 |
| Historical Sortino (5Y) | -0.7399 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.71% |