Hammond Power Solutions Inc (HPS.A.TO)
123.37
+4.37
(+3.67%)
CAD |
TSX |
Nov 07, 16:00
Hammond Power Solutions Max Drawdown (5Y): 54.03% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 54.03% |
| August 31, 2024 | 54.03% |
| July 31, 2024 | 54.03% |
| June 30, 2024 | 54.03% |
| May 31, 2024 | 54.03% |
| April 30, 2024 | 54.03% |
| March 31, 2024 | 54.03% |
| February 29, 2024 | 54.03% |
| January 31, 2024 | 54.03% |
| December 31, 2023 | 54.03% |
| November 30, 2023 | 54.03% |
| October 31, 2023 | 54.03% |
| September 30, 2023 | 54.03% |
| August 31, 2023 | 54.03% |
| July 31, 2023 | 54.03% |
| June 30, 2023 | 54.03% |
| May 31, 2023 | 54.03% |
| April 30, 2023 | 54.03% |
| March 31, 2023 | 54.03% |
| February 28, 2023 | 54.03% |
| January 31, 2023 | 54.03% |
| December 31, 2022 | 54.03% |
| November 30, 2022 | 54.03% |
| October 31, 2022 | 54.03% |
| September 30, 2022 | 54.03% |
| Date | Value |
|---|---|
| August 31, 2022 | 54.03% |
| July 31, 2022 | 54.03% |
| June 30, 2022 | 54.03% |
| May 31, 2022 | 54.03% |
| April 30, 2022 | 54.03% |
| March 31, 2022 | 54.03% |
| February 28, 2022 | 54.03% |
| January 31, 2022 | 54.03% |
| December 31, 2021 | 54.03% |
| November 30, 2021 | 54.03% |
| October 31, 2021 | 54.03% |
| September 30, 2021 | 54.03% |
| August 31, 2021 | 54.03% |
| July 31, 2021 | 54.03% |
| June 30, 2021 | 54.03% |
| May 31, 2021 | 54.03% |
| April 30, 2021 | 54.03% |
| March 31, 2021 | 54.03% |
| February 28, 2021 | 54.03% |
| January 31, 2021 | 54.03% |
| December 31, 2020 | 54.03% |
| November 30, 2020 | 54.03% |
| October 31, 2020 | 54.03% |
| September 30, 2020 | 54.03% |
| August 31, 2020 | 54.03% |
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
53.62%
Minimum
Nov 2019
54.03%
Maximum
Mar 2020
54.00%
Average
54.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| DynaCERT Inc | 93.55% |
| Kelso Technologies Inc | 93.69% |
| Inventronics Ltd | 83.25% |
| Reko International Group Inc | 61.45% |
| Water Ways Technologies Inc | 97.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 71.45 |
| Beta (5Y) | 0.8659 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.50% |
| Historical Sharpe Ratio (5Y) | 1.739 |
| Historical Sortino (5Y) | 3.638 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.21% |