Kelso Technologies Inc (KLS.TO)
0.205
0.00 (0.00%)
CAD |
TSX |
Sep 27, 16:00
Kelso Technologies Max Drawdown (5Y): 93.69% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2022 | 94.98% |
| Date | Value |
|---|---|
| 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% |
| July 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
Sep 2019
94.13%
Average
94.98%
Median
Sep 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 | 96.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.59 |
| Beta (5Y) | 0.2229 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.90% |
| Historical Sharpe Ratio (5Y) | -0.3779 |
| Historical Sortino (5Y) | -0.7891 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.66% |