Life & Banc Split Corp (LBS.PR.A.TO)
10.15
+0.05
(+0.50%)
CAD |
TSX |
May 01, 15:59
Life & Banc Split Max Drawdown (5Y): 34.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.48% |
March 31, 2024 | 34.48% |
February 29, 2024 | 34.48% |
January 31, 2024 | 34.48% |
December 31, 2023 | 34.48% |
November 30, 2023 | 34.48% |
October 31, 2023 | 34.48% |
September 30, 2023 | 34.48% |
August 31, 2023 | 34.48% |
July 31, 2023 | 34.48% |
June 30, 2023 | 34.48% |
May 31, 2023 | 34.48% |
April 30, 2023 | 34.48% |
March 31, 2023 | 34.48% |
February 28, 2023 | 34.48% |
January 31, 2023 | 34.48% |
December 31, 2022 | 34.48% |
November 30, 2022 | 34.48% |
October 31, 2022 | 34.48% |
September 30, 2022 | 34.48% |
August 31, 2022 | 34.48% |
July 31, 2022 | 34.48% |
June 30, 2022 | 34.48% |
May 31, 2022 | 34.48% |
April 30, 2022 | 34.48% |
Date | Value |
---|---|
March 31, 2022 | 34.48% |
February 28, 2022 | 34.48% |
January 31, 2022 | 34.48% |
December 31, 2021 | 34.48% |
November 30, 2021 | 34.48% |
October 31, 2021 | 34.48% |
September 30, 2021 | 34.48% |
August 31, 2021 | 34.48% |
July 31, 2021 | 34.48% |
June 30, 2021 | 34.48% |
May 31, 2021 | 34.48% |
April 30, 2021 | 34.48% |
March 31, 2021 | 34.48% |
February 28, 2021 | 34.48% |
January 31, 2021 | 34.48% |
December 31, 2020 | 34.48% |
November 30, 2020 | 34.48% |
October 31, 2020 | 34.48% |
September 30, 2020 | 34.48% |
August 31, 2020 | 34.48% |
July 31, 2020 | 34.48% |
June 30, 2020 | 34.48% |
May 31, 2020 | 34.48% |
April 30, 2020 | 34.48% |
March 31, 2020 | 34.48% |
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
2.97%
Minimum
May 2019
34.48%
Maximum
Mar 2020
29.23%
Average
34.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brompton Split Banc Corp | 66.77% |
Brompton Lifeco Split Corp | 79.72% |
Polaris Northstar Capital Corp | 99.98% |
SOL Global Investments Corp | 99.54% |
Eat & Beyond Global Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9154 |
Beta (5Y) | 0.4008 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.85% |
Historical Sharpe Ratio (5Y) | 0.313 |
Historical Sortino (5Y) | 0.2303 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.81% |