Jewett-Cameron Trading Co Ltd (JCTCF)
5.492
+0.28
(+5.42%)
USD |
NASDAQ |
May 03, 16:00
5.49
0.00 (0.00%)
After-Hours: 20:00
Jewett-Cameron Trading Max Drawdown (5Y): 71.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.51% |
| March 31, 2024 | 71.51% |
| February 29, 2024 | 71.51% |
| January 31, 2024 | 71.51% |
| December 31, 2023 | 71.51% |
| November 30, 2023 | 71.51% |
| October 31, 2023 | 71.51% |
| September 30, 2023 | 71.51% |
| August 31, 2023 | 71.51% |
| July 31, 2023 | 71.51% |
| June 30, 2023 | 67.39% |
| May 31, 2023 | 65.13% |
| April 30, 2023 | 62.97% |
| March 31, 2023 | 62.89% |
| February 28, 2023 | 62.89% |
| January 31, 2023 | 62.89% |
| December 31, 2022 | 62.89% |
| November 30, 2022 | 62.89% |
| October 31, 2022 | 62.89% |
| September 30, 2022 | 61.19% |
| August 31, 2022 | 56.82% |
| July 31, 2022 | 56.82% |
| June 30, 2022 | 56.82% |
| May 31, 2022 | 56.82% |
| April 30, 2022 | 56.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.82% |
| February 28, 2022 | 49.70% |
| January 31, 2022 | 49.70% |
| December 31, 2021 | 49.70% |
| November 30, 2021 | 49.70% |
| October 31, 2021 | 49.70% |
| September 30, 2021 | 49.70% |
| August 31, 2021 | 49.70% |
| July 31, 2021 | 49.70% |
| June 30, 2021 | 49.70% |
| May 31, 2021 | 49.70% |
| April 30, 2021 | 49.70% |
| March 31, 2021 | 49.70% |
| February 28, 2021 | 49.70% |
| January 31, 2021 | 49.70% |
| December 31, 2020 | 49.70% |
| November 30, 2020 | 49.70% |
| October 31, 2020 | 49.70% |
| September 30, 2020 | 49.70% |
| August 31, 2020 | 49.70% |
| July 31, 2020 | 49.70% |
| June 30, 2020 | 49.70% |
| May 31, 2020 | 49.70% |
| April 30, 2020 | 49.70% |
| March 31, 2020 | 49.70% |
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
42.92%
Minimum
May 2019
71.51%
Maximum
Jul 2023
55.20%
Average
49.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Core Molding Technologies Inc | 96.20% |
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 95.74% |
| Contango Ore Inc | 72.87% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.34 |
| Beta (5Y) | 0.348 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.11% |
| Historical Sharpe Ratio (5Y) | -0.2775 |
| Historical Sortino (5Y) | -0.4404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.55% |