ThreeD Capital Inc (IDK.CX)
0.245
0.00 (0.00%)
CAD |
CNSX |
Nov 01, 16:00
ThreeD Capital Max Drawdown (5Y): 99.56% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.56% |
August 31, 2024 | 99.56% |
July 31, 2024 | 99.56% |
June 30, 2024 | 99.56% |
May 31, 2024 | 99.56% |
April 30, 2024 | 99.56% |
March 31, 2024 | 99.56% |
February 29, 2024 | 99.56% |
January 31, 2024 | 99.56% |
December 31, 2023 | 99.56% |
November 30, 2023 | 99.56% |
October 31, 2023 | 99.56% |
September 30, 2023 | 99.56% |
August 31, 2023 | 99.56% |
July 31, 2023 | 99.56% |
June 30, 2023 | 99.56% |
May 31, 2023 | 99.56% |
April 30, 2023 | 99.56% |
March 31, 2023 | 99.56% |
February 28, 2023 | 99.56% |
January 31, 2023 | 99.56% |
December 31, 2022 | 99.56% |
November 30, 2022 | 99.56% |
October 31, 2022 | 99.56% |
September 30, 2022 | 99.56% |
Date | Value |
---|---|
August 31, 2022 | 99.56% |
July 31, 2022 | 99.56% |
June 30, 2022 | 99.56% |
May 31, 2022 | 99.56% |
April 30, 2022 | 99.56% |
March 31, 2022 | 99.56% |
February 28, 2022 | 99.56% |
January 31, 2022 | 99.56% |
December 31, 2021 | 99.56% |
November 30, 2021 | 99.56% |
October 31, 2021 | 99.56% |
September 30, 2021 | 99.56% |
August 31, 2021 | 99.56% |
July 31, 2021 | 99.56% |
June 30, 2021 | 99.56% |
May 31, 2021 | 99.56% |
April 30, 2021 | 99.56% |
March 31, 2021 | 99.56% |
February 28, 2021 | 99.56% |
January 31, 2021 | 99.56% |
December 31, 2020 | 99.56% |
November 30, 2020 | 99.64% |
October 31, 2020 | 99.64% |
September 30, 2020 | 99.64% |
August 31, 2020 | 99.64% |
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
99.56%
Minimum
Dec 2020
99.64%
Maximum
Nov 2019
99.57%
Average
99.56%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Quinsam Capital Corp | 95.36% |
MedBright AI Investments Inc | 96.30% |
Grand Peak Capital Corp | 99.23% |
Canadian Nexus Team Ventures Corp | 97.92% |
Planet Ventures Inc | 97.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.259 |
Beta (5Y) | 1.568 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 139.1% |
Historical Sharpe Ratio (5Y) | 0.0618 |
Historical Sortino (5Y) | 0.1775 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.57% |