Invesque Inc (IVQ.U.TO)
0.075
0.00 (0.00%)
USD |
TSX |
Nov 07, 16:00
Invesque Max Drawdown (5Y): 98.54% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.54% |
| August 31, 2024 | 98.29% |
| July 31, 2024 | 98.29% |
| June 30, 2024 | 98.29% |
| May 31, 2024 | 97.72% |
| April 30, 2024 | 97.51% |
| March 31, 2024 | 97.51% |
| February 29, 2024 | 97.51% |
| January 31, 2024 | 97.51% |
| December 31, 2023 | 97.44% |
| November 30, 2023 | 97.37% |
| October 31, 2023 | 96.51% |
| September 30, 2023 | 95.45% |
| August 31, 2023 | 92.88% |
| July 31, 2023 | 90.18% |
| June 30, 2023 | 89.66% |
| May 31, 2023 | 89.66% |
| April 30, 2023 | 89.66% |
| March 31, 2023 | 89.66% |
| February 28, 2023 | 89.66% |
| January 31, 2023 | 89.66% |
| December 31, 2022 | 89.66% |
| November 30, 2022 | 89.66% |
| October 31, 2022 | 89.66% |
| September 30, 2022 | 89.66% |
| Date | Value |
|---|---|
| August 31, 2022 | 89.66% |
| July 31, 2022 | 89.66% |
| June 30, 2022 | 89.66% |
| May 31, 2022 | 89.66% |
| April 30, 2022 | 89.66% |
| March 31, 2022 | 89.66% |
| February 28, 2022 | 89.66% |
| January 31, 2022 | 89.66% |
| December 31, 2021 | 89.66% |
| November 30, 2021 | 89.66% |
| October 31, 2021 | 89.66% |
| September 30, 2021 | 89.66% |
| August 31, 2021 | 89.66% |
| July 31, 2021 | 89.66% |
| June 30, 2021 | 89.66% |
| May 31, 2021 | 89.66% |
| April 30, 2021 | 89.66% |
| March 31, 2021 | 89.66% |
| February 28, 2021 | 89.66% |
| January 31, 2021 | 89.66% |
| December 31, 2020 | 89.66% |
| November 30, 2020 | 89.66% |
| October 31, 2020 | 88.73% |
| September 30, 2020 | 86.52% |
| August 31, 2020 | 86.52% |
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
61.21%
Minimum
Nov 2019
98.54%
Maximum
Sep 2024
89.13%
Average
89.66%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Allied Properties Real Estate Investment Trust | 69.58% |
| Riocan Real Estate Investment Trust | 54.93% |
| Morguard Corp | 54.86% |
| BTB Real Estate Investment Trust | 57.26% |
| Primaris REIT | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -71.56 |
| Beta (5Y) | 1.465 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.66% |
| Historical Sharpe Ratio (5Y) | -0.8927 |
| Historical Sortino (5Y) | -1.317 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.77% |