Inverite Insights Inc (INVR.CX)

0.045 0.00 (0.00%) CAD  |  CNSX  |  Dec 24, 16:00
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Inverite Insights Max Drawdown (5Y): 93.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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First National Financial Corp 53.66%
MCAN Financial Group 37.80%
Firm Capital Mortgage Investment Corp 49.62%
Starrex International Ltd 95.58%
Prophecy DeFi Inc 99.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -37.01
Beta (5Y) 0.3924
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 71.35%
Historical Sharpe Ratio (5Y) -0.465
Historical Sortino (5Y) -1.007
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.16%