Home Product Center PCL (HPCRF)
0.295
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Home Product Center Max Drawdown (5Y): 47.74% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 47.74% |
| May 31, 2024 | 47.74% |
| April 30, 2024 | 47.74% |
| March 31, 2024 | 42.90% |
| February 29, 2024 | 42.43% |
| January 31, 2024 | 42.43% |
| December 31, 2023 | 42.43% |
| November 30, 2023 | 42.43% |
| October 31, 2023 | 42.43% |
| September 30, 2023 | 42.43% |
| August 31, 2023 | 42.43% |
| July 31, 2023 | 42.43% |
| June 30, 2023 | 42.43% |
| May 31, 2023 | 42.43% |
| April 30, 2023 | 42.43% |
| March 31, 2023 | 42.43% |
| February 28, 2023 | 42.43% |
| January 31, 2023 | 42.43% |
| December 31, 2022 | 42.43% |
| November 30, 2022 | 42.43% |
| October 31, 2022 | 42.43% |
| September 30, 2022 | 29.25% |
| August 31, 2022 | 29.25% |
| July 31, 2022 | 29.25% |
| June 30, 2022 | 29.25% |
| Date | Value |
|---|---|
| May 31, 2022 | 29.25% |
| April 30, 2022 | 29.25% |
| March 31, 2022 | 29.25% |
| February 28, 2022 | 29.25% |
| January 31, 2022 | 29.25% |
| December 31, 2021 | 29.25% |
| November 30, 2021 | 9.38% |
| October 31, 2021 | 9.38% |
| September 30, 2021 | 9.38% |
| August 31, 2021 | 9.38% |
| July 31, 2021 | 9.38% |
| June 30, 2021 | 9.38% |
| May 31, 2021 | 9.38% |
| April 30, 2021 | 9.38% |
| March 31, 2021 | 9.38% |
| February 28, 2021 | 9.38% |
| January 31, 2021 | 9.38% |
| December 31, 2020 | 9.38% |
| November 30, 2020 | 9.38% |
| October 31, 2020 | 9.38% |
| September 30, 2020 | 9.38% |
| August 31, 2020 | 9.38% |
| July 31, 2020 | 9.38% |
| June 30, 2020 | 9.38% |
| May 31, 2020 | 9.38% |
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
9.38%
Minimum
Jul 2019
47.74%
Maximum
Apr 2024
24.53%
Average
29.25%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.593 |
| Beta (5Y) | -0.1226 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.50% |
| Historical Sharpe Ratio (5Y) | -0.2866 |
| Historical Sortino (5Y) | -0.3968 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.71% |