Kelso Technologies Inc (KLS.TO)
0.15
0.00 (0.00%)
CAD |
TSX |
Nov 26, 09:32
Kelso Technologies Max Drawdown (5Y): 93.69% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 93.69% |
August 31, 2024 | 93.69% |
July 31, 2024 | 93.69% |
June 30, 2024 | 93.69% |
May 31, 2024 | 93.69% |
April 30, 2024 | 93.69% |
March 31, 2024 | 93.69% |
February 29, 2024 | 91.30% |
January 31, 2024 | 91.30% |
December 31, 2023 | 91.30% |
November 30, 2023 | 89.86% |
October 31, 2023 | 91.93% |
September 30, 2023 | 92.21% |
August 31, 2023 | 93.21% |
July 31, 2023 | 93.21% |
June 30, 2023 | 93.21% |
May 31, 2023 | 93.21% |
April 30, 2023 | 93.21% |
March 31, 2023 | 93.21% |
February 28, 2023 | 93.21% |
January 31, 2023 | 93.21% |
December 31, 2022 | 93.21% |
November 30, 2022 | 93.21% |
October 31, 2022 | 93.21% |
September 30, 2022 | 93.35% |
Date | Value |
---|---|
August 31, 2022 | 94.98% |
July 31, 2022 | 94.98% |
June 30, 2022 | 94.98% |
May 31, 2022 | 94.98% |
April 30, 2022 | 94.98% |
March 31, 2022 | 94.98% |
February 28, 2022 | 94.98% |
January 31, 2022 | 94.98% |
December 31, 2021 | 94.98% |
November 30, 2021 | 94.98% |
October 31, 2021 | 94.98% |
September 30, 2021 | 94.98% |
August 31, 2021 | 94.98% |
July 31, 2021 | 94.98% |
June 30, 2021 | 94.98% |
May 31, 2021 | 94.98% |
April 30, 2021 | 94.98% |
March 31, 2021 | 94.98% |
February 28, 2021 | 94.98% |
January 31, 2021 | 94.98% |
December 31, 2020 | 94.98% |
November 30, 2020 | 94.98% |
October 31, 2020 | 94.98% |
September 30, 2020 | 94.98% |
August 31, 2020 | 94.98% |
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
89.86%
Minimum
Nov 2023
94.98%
Maximum
Nov 2019
94.09%
Average
94.98%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Hammond Power Solutions Inc | 54.03% |
DynaCERT Inc | 93.55% |
Inventronics Ltd | 83.25% |
Reko International Group Inc | 61.45% |
Water Ways Technologies Inc | 97.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.00 |
Beta (5Y) | 0.1741 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.18% |
Historical Sharpe Ratio (5Y) | -0.4468 |
Historical Sortino (5Y) | -0.9379 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.83% |