Illumin Holdings, Inc. (ILLM.TO)
0.76
-0.02
(-2.56%)
CAD |
TSX |
Aug 27, 15:02
Illumin Holdings Max Drawdown (5Y) : 97.06% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 97.06% |
| June 30, 2026 | 97.06% |
| May 31, 2026 | 97.06% |
| April 30, 2026 | 97.06% |
| March 31, 2026 | 97.06% |
| February 28, 2026 | 97.06% |
| January 31, 2026 | 97.06% |
| December 31, 2025 | 97.06% |
| November 30, 2025 | 97.06% |
| October 31, 2025 | 96.35% |
| September 30, 2025 | 95.70% |
| August 31, 2025 | 95.70% |
| July 31, 2025 | 95.70% |
| June 30, 2025 | 95.70% |
| May 31, 2025 | 95.70% |
| April 30, 2025 | 95.70% |
| March 31, 2025 | 95.70% |
| February 28, 2025 | 95.70% |
| January 31, 2025 | 95.70% |
| December 31, 2024 | 95.70% |
| November 30, 2024 | 95.70% |
| October 31, 2024 | 95.70% |
| September 30, 2024 | 95.70% |
| August 31, 2024 | 95.70% |
| July 31, 2024 | 95.64% |
| Date | Value |
|---|---|
| June 30, 2024 | 95.64% |
| May 31, 2024 | 95.64% |
| April 30, 2024 | 95.64% |
| March 31, 2024 | 95.64% |
| February 29, 2024 | 95.64% |
| January 31, 2024 | 95.64% |
| December 31, 2023 | 95.64% |
| November 30, 2023 | 95.64% |
| October 31, 2023 | 95.51% |
| September 30, 2023 | 94.65% |
| August 31, 2023 | 94.28% |
| July 31, 2023 | 94.28% |
| June 30, 2023 | 94.28% |
| May 31, 2023 | 94.28% |
| April 30, 2023 | 94.00% |
| March 31, 2023 | 94.00% |
| February 28, 2023 | 93.94% |
| January 31, 2023 | 93.94% |
| December 31, 2022 | 93.94% |
| November 30, 2022 | 93.94% |
| October 31, 2022 | 93.41% |
| September 30, 2022 | 92.64% |
| August 31, 2022 | 92.48% |
| July 31, 2022 | 92.48% |
| June 30, 2022 | 92.48% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| RESAAS Services, Inc. | 93.75% |
| Playgon Games, Inc. | 99.28% |
| Zonetail, Inc. | 93.75% |
| Enthusiast Gaming Holdings, Inc. | 99.72% |
| Keeks Social, Inc. | 97.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -59.94 |
| Beta (5Y) | 1.169 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.92% |
| Historical Sharpe Ratio (5Y) | -0.9584 |
| Historical Sortino (5Y) | -1.460 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.59% |