Illumin Holdings Inc (ILLM.TO)
1.42
-0.06
(-4.05%)
CAD |
TSX |
Jun 03, 16:00
Illumin Holdings Max Drawdown (5Y): 95.64% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 92.48% |
| Date | Value |
|---|---|
| April 30, 2022 | 91.46% |
| March 31, 2022 | 91.46% |
| February 28, 2022 | 90.28% |
| January 31, 2022 | 90.28% |
| December 31, 2021 | 88.36% |
| November 30, 2021 | 88.36% |
| October 31, 2021 | 88.36% |
| September 30, 2021 | 88.36% |
| August 31, 2021 | 88.36% |
| July 31, 2021 | 88.36% |
| June 30, 2021 | 88.36% |
| May 31, 2021 | 88.36% |
| April 30, 2021 | 88.36% |
| March 31, 2021 | 88.36% |
| February 28, 2021 | 88.36% |
| January 31, 2021 | 88.36% |
| December 31, 2020 | 88.36% |
| November 30, 2020 | 88.36% |
| October 31, 2020 | 88.36% |
| September 30, 2020 | 88.36% |
| August 31, 2020 | 88.36% |
| July 31, 2020 | 88.36% |
| June 30, 2020 | 88.36% |
| May 31, 2020 | 88.36% |
| April 30, 2020 | 88.36% |
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
88.36%
Minimum
Jun 2019
95.64%
Maximum
Nov 2023
90.98%
Average
88.36%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Snipp Interactive Inc | 99.41% |
| P2Earn Inc | -- |
| Kidoz Inc | 91.67% |
| INEO Tech Corp | -- |
| Thunderbird Entertainment Group Inc | 90.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.11 |
| Beta (5Y) | 2.130 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.10% |
| Historical Sharpe Ratio (5Y) | -0.0071 |
| Historical Sortino (5Y) | -0.0168 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.25% |