Hill Inc (HILL.V)
0.275
-0.02
(-5.17%)
CAD |
TSXV |
May 03, 16:00
Hill Max Drawdown (5Y): 98.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.59% |
| March 31, 2024 | 98.59% |
| February 29, 2024 | 98.59% |
| January 31, 2024 | 98.59% |
| December 31, 2023 | 98.59% |
| November 30, 2023 | 98.59% |
| October 31, 2023 | 98.06% |
| September 30, 2023 | 98.06% |
| August 31, 2023 | 97.89% |
| July 31, 2023 | 97.89% |
| June 30, 2023 | 97.89% |
| May 31, 2023 | 97.89% |
| April 30, 2023 | 97.89% |
| March 31, 2023 | 96.84% |
| February 28, 2023 | 96.84% |
| January 31, 2023 | 95.79% |
| December 31, 2022 | 95.79% |
| November 30, 2022 | 95.79% |
| October 31, 2022 | 95.79% |
| September 30, 2022 | 95.79% |
| August 31, 2022 | 95.79% |
| July 31, 2022 | 95.79% |
| June 30, 2022 | 95.79% |
| May 31, 2022 | 95.79% |
| April 30, 2022 | 93.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.63% |
| February 28, 2022 | 91.58% |
| January 31, 2022 | 91.58% |
| December 31, 2021 | 91.58% |
| November 30, 2021 | 91.58% |
| October 31, 2021 | 91.58% |
| September 30, 2021 | 91.58% |
| August 31, 2021 | 91.58% |
| July 31, 2021 | 91.58% |
| June 30, 2021 | 91.58% |
| May 31, 2021 | 91.58% |
| April 30, 2021 | 91.58% |
| March 31, 2021 | 91.58% |
| February 28, 2021 | 91.58% |
| January 31, 2021 | 91.58% |
| December 31, 2020 | 91.58% |
| November 30, 2020 | 91.58% |
| October 31, 2020 | 91.58% |
| September 30, 2020 | 91.58% |
| August 31, 2020 | 91.58% |
| July 31, 2020 | 91.58% |
| June 30, 2020 | 91.58% |
| May 31, 2020 | 91.58% |
| April 30, 2020 | 91.58% |
| March 31, 2020 | 91.58% |
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
67.37%
Minimum
May 2019
98.59%
Maximum
Nov 2023
91.72%
Average
91.58%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.73 |
| Beta (5Y) | -0.0311 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.19% |
| Historical Sharpe Ratio (5Y) | -0.5859 |
| Historical Sortino (5Y) | -1.206 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |