IBC Advanced Alloys Corp (IB.V)
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Nov 07, 16:00
IBC Advanced Alloys Max Drawdown (5Y): 92.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 92.00% |
| August 31, 2024 | 92.00% |
| July 31, 2024 | 92.67% |
| June 30, 2024 | 92.67% |
| May 31, 2024 | 92.67% |
| April 30, 2024 | 92.67% |
| March 31, 2024 | 92.67% |
| February 29, 2024 | 92.67% |
| January 31, 2024 | 92.67% |
| December 31, 2023 | 92.67% |
| November 30, 2023 | 92.67% |
| October 31, 2023 | 92.67% |
| September 30, 2023 | 92.67% |
| August 31, 2023 | 92.67% |
| July 31, 2023 | 92.67% |
| June 30, 2023 | 92.67% |
| May 31, 2023 | 92.67% |
| April 30, 2023 | 92.67% |
| March 31, 2023 | 92.67% |
| February 28, 2023 | 92.67% |
| January 31, 2023 | 92.67% |
| December 31, 2022 | 92.67% |
| November 30, 2022 | 92.67% |
| October 31, 2022 | 92.67% |
| September 30, 2022 | 92.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.73% |
| July 31, 2022 | 92.73% |
| June 30, 2022 | 93.24% |
| May 31, 2022 | 93.52% |
| April 30, 2022 | 93.52% |
| March 31, 2022 | 93.52% |
| February 28, 2022 | 95.00% |
| January 31, 2022 | 95.54% |
| December 31, 2021 | 95.54% |
| November 30, 2021 | 95.83% |
| October 31, 2021 | 95.83% |
| September 30, 2021 | 95.83% |
| August 31, 2021 | 95.83% |
| July 31, 2021 | 95.98% |
| June 30, 2021 | 95.98% |
| May 31, 2021 | 95.98% |
| April 30, 2021 | 95.98% |
| March 31, 2021 | 95.98% |
| February 28, 2021 | 96.79% |
| January 31, 2021 | 97.44% |
| December 31, 2020 | 97.44% |
| November 30, 2020 | 97.44% |
| October 31, 2020 | 97.44% |
| September 30, 2020 | 97.44% |
| August 31, 2020 | 97.44% |
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
92.00%
Minimum
Aug 2024
97.44%
Maximum
Nov 2019
94.61%
Average
93.52%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Omni-Lite Industries Canada Inc | 69.48% |
| Inventronics Ltd | 83.25% |
| Hammond Power Solutions Inc | 54.03% |
| RB Global Inc | 33.59% |
| DynaCERT Inc | 93.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.93 |
| Beta (5Y) | 1.174 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.80% |
| Historical Sharpe Ratio (5Y) | -0.2551 |
| Historical Sortino (5Y) | -0.5702 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |