Hammond Power Solutions Inc (HPS.A.TO)

126.59 +4.95 (+4.07%) CAD  |  TSX  |  Dec 20, 16:00
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Hammond Power Solutions Max Drawdown (5Y): 54.03% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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DynaCERT Inc 93.55%
Kelso Technologies Inc 93.72%
Inventronics Ltd 83.25%
Reko International Group Inc 61.45%
Water Ways Technologies Inc 98.84%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 72.82
Beta (5Y) 0.9166
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.30%
Historical Sharpe Ratio (5Y) 1.767
Historical Sortino (5Y) 3.689
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.38%