ThreeD Capital Inc (IDK.CX)
0.11
0.00 (0.00%)
CAD |
CNSX |
Apr 04, 16:00
ThreeD Capital Max Drawdown (5Y): 99.56% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Quinsam Capital Corp | 94.89% |
| MedBright AI Investments Inc | 99.10% |
| Grand Peak Capital Corp | 99.23% |
| Data Watts Partners Inc | 97.92% |
| Planet Ventures Inc | 97.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.453 |
| Beta (5Y) | 1.274 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 127.7% |
| Historical Sharpe Ratio (5Y) | 0.0724 |
| Historical Sortino (5Y) | 0.224 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.88% |