HPQ Silicon Inc (HPQ.V)
0.23
+0.01
(+4.55%)
CAD |
TSXV |
May 03, 15:49
HPQ Silicon Max Drawdown (5Y): 89.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.51% |
| March 31, 2024 | 88.58% |
| February 29, 2024 | 87.96% |
| January 31, 2024 | 87.96% |
| December 31, 2023 | 87.96% |
| November 30, 2023 | 87.96% |
| October 31, 2023 | 87.96% |
| September 30, 2023 | 87.96% |
| August 31, 2023 | 87.96% |
| July 31, 2023 | 87.96% |
| June 30, 2023 | 87.96% |
| May 31, 2023 | 87.96% |
| April 30, 2023 | 87.96% |
| March 31, 2023 | 87.96% |
| February 28, 2023 | 87.96% |
| January 31, 2023 | 87.96% |
| December 31, 2022 | 87.96% |
| November 30, 2022 | 87.96% |
| October 31, 2022 | 87.96% |
| September 30, 2022 | 84.26% |
| August 31, 2022 | 84.26% |
| July 31, 2022 | 84.26% |
| June 30, 2022 | 83.05% |
| May 31, 2022 | 83.05% |
| April 30, 2022 | 83.05% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.05% |
| February 28, 2022 | 83.05% |
| January 31, 2022 | 83.05% |
| December 31, 2021 | 83.05% |
| November 30, 2021 | 83.05% |
| October 31, 2021 | 83.05% |
| September 30, 2021 | 83.05% |
| August 31, 2021 | 83.05% |
| July 31, 2021 | 83.05% |
| June 30, 2021 | 83.05% |
| May 31, 2021 | 83.05% |
| April 30, 2021 | 83.05% |
| March 31, 2021 | 83.05% |
| February 28, 2021 | 83.05% |
| January 31, 2021 | 83.05% |
| December 31, 2020 | 83.05% |
| November 30, 2020 | 83.05% |
| October 31, 2020 | 83.05% |
| September 30, 2020 | 89.29% |
| August 31, 2020 | 91.18% |
| July 31, 2020 | 91.18% |
| June 30, 2020 | 91.18% |
| May 31, 2020 | 91.67% |
| April 30, 2020 | 91.67% |
| March 31, 2020 | 91.67% |
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
83.05%
Minimum
Oct 2020
91.67%
Maximum
May 2019
87.08%
Average
87.96%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| St-Georges Eco-Mining Corp | 98.78% |
| 37 Capital Inc | 99.00% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.571 |
| Beta (5Y) | 2.224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.2% |
| Historical Sharpe Ratio (5Y) | 0.161 |
| Historical Sortino (5Y) | 0.6062 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.42% |