MediPharm Labs Corp (LABS.TO)
0.09
0.00 (0.00%)
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TSX |
May 06, 16:00
MediPharm Labs Max Drawdown (5Y): 99.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.23% |
| March 31, 2024 | 99.23% |
| February 29, 2024 | 99.23% |
| January 31, 2024 | 99.23% |
| December 31, 2023 | 99.23% |
| November 30, 2023 | 99.23% |
| October 31, 2023 | 99.23% |
| September 30, 2023 | 99.23% |
| August 31, 2023 | 99.23% |
| July 31, 2023 | 99.23% |
| June 30, 2023 | 99.23% |
| May 31, 2023 | 99.16% |
| April 30, 2023 | 99.16% |
| March 31, 2023 | 99.16% |
| February 28, 2023 | 99.16% |
| January 31, 2023 | 99.16% |
| December 31, 2022 | 99.16% |
| November 30, 2022 | 99.16% |
| October 31, 2022 | 99.16% |
| September 30, 2022 | 99.16% |
| August 31, 2022 | 99.16% |
| July 31, 2022 | 99.16% |
| June 30, 2022 | 99.09% |
| May 31, 2022 | 99.09% |
| April 30, 2022 | 98.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.19% |
| February 28, 2022 | 97.91% |
| January 31, 2022 | 97.63% |
| December 31, 2021 | 97.63% |
| November 30, 2021 | 97.00% |
| October 31, 2021 | 96.72% |
| September 30, 2021 | 96.37% |
| August 31, 2021 | 95.40% |
| July 31, 2021 | 94.49% |
| June 30, 2021 | 94.49% |
| May 31, 2021 | 94.49% |
| April 30, 2021 | 93.65% |
| March 31, 2021 | 93.65% |
| February 28, 2021 | 93.17% |
| January 31, 2021 | 93.17% |
| December 31, 2020 | 93.17% |
| November 30, 2020 | 92.61% |
| October 31, 2020 | 88.98% |
| September 30, 2020 | 88.84% |
| August 31, 2020 | 88.14% |
| July 31, 2020 | 85.50% |
| June 30, 2020 | 83.96% |
| May 31, 2020 | 80.75% |
| April 30, 2020 | 80.75% |
| March 31, 2020 | 80.75% |
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
66.67%
Minimum
May 2019
99.23%
Maximum
Jun 2023
90.72%
Average
96.86%
Median
Max Drawdown (5Y) Benchmarks
| Biocure Technology Inc | 99.70% |
| Core One Labs Inc | 99.78% |
| Nova Mentis Life Science Corp | 99.28% |
| Nanosphere Health Sciences Inc | 99.95% |
| Lobe Sciences Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.98 |
| Beta (5Y) | 0.8339 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.86% |
| Historical Sharpe Ratio (5Y) | -0.8953 |
| Historical Sortino (5Y) | -1.437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.48% |