Imperial Ginseng Products Ltd (IGP.V)
0.135
0.00 (0.00%)
CAD |
TSXV |
Apr 23, 16:00
Imperial Ginseng Products Max Drawdown (5Y): 87.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.59% |
| February 29, 2024 | 87.59% |
| January 31, 2024 | 87.59% |
| December 31, 2023 | 87.59% |
| November 30, 2023 | 87.59% |
| October 31, 2023 | 87.59% |
| September 30, 2023 | 87.59% |
| August 31, 2023 | 87.59% |
| July 31, 2023 | 87.59% |
| June 30, 2023 | 87.59% |
| May 31, 2023 | 87.59% |
| April 30, 2023 | 87.59% |
| March 31, 2023 | 87.59% |
| February 28, 2023 | 87.59% |
| January 31, 2023 | 87.59% |
| December 31, 2022 | 87.59% |
| November 30, 2022 | 87.59% |
| October 31, 2022 | 87.59% |
| September 30, 2022 | 87.59% |
| August 31, 2022 | 87.59% |
| July 31, 2022 | 87.59% |
| June 30, 2022 | 87.59% |
| May 31, 2022 | 87.59% |
| April 30, 2022 | 87.59% |
| March 31, 2022 | 87.59% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.59% |
| January 31, 2022 | 87.59% |
| December 31, 2021 | 87.59% |
| November 30, 2021 | 87.59% |
| October 31, 2021 | 87.59% |
| September 30, 2021 | 87.59% |
| August 31, 2021 | 87.59% |
| July 31, 2021 | 87.59% |
| June 30, 2021 | 87.59% |
| May 31, 2021 | 87.59% |
| April 30, 2021 | 87.59% |
| March 31, 2021 | 87.59% |
| February 28, 2021 | 87.59% |
| January 31, 2021 | 87.59% |
| December 31, 2020 | 87.59% |
| November 30, 2020 | 87.59% |
| October 31, 2020 | 87.07% |
| September 30, 2020 | 87.07% |
| August 31, 2020 | 87.07% |
| July 31, 2020 | 87.07% |
| June 30, 2020 | 87.07% |
| May 31, 2020 | 87.07% |
| April 30, 2020 | 87.07% |
| March 31, 2020 | 87.07% |
| February 29, 2020 | 81.90% |
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
62.77%
Minimum
Apr 2019
87.59%
Maximum
Nov 2020
85.03%
Average
87.59%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| AMG Bioenergy Resources Holdings Ltd | 66.67% |
| The Tinley Beverage Co Inc | 97.75% |
| SBD Capital Corp | 99.39% |
| Sweet Poison Spirits Inc | -- |
| HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.82 |
| Beta (5Y) | 1.289 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.54% |
| Historical Sharpe Ratio (5Y) | 0.2657 |
| Historical Sortino (5Y) | 0.6974 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |