Loop Industries Inc (LOOP)
1.32
+0.07
(+5.43%)
USD |
NASDAQ |
Nov 21, 16:00
1.30
-0.02
(-1.52%)
After-Hours: 20:00
Loop Industries Max Drawdown (5Y): 92.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 92.77% |
September 30, 2024 | 92.77% |
August 31, 2024 | 92.77% |
July 31, 2024 | 92.35% |
June 30, 2024 | 89.43% |
May 31, 2024 | 89.43% |
April 30, 2024 | 89.43% |
March 31, 2024 | 89.43% |
February 29, 2024 | 89.43% |
January 31, 2024 | 89.43% |
December 31, 2023 | 89.43% |
November 30, 2023 | 89.43% |
October 31, 2023 | 89.43% |
September 30, 2023 | 89.43% |
August 31, 2023 | 89.43% |
July 31, 2023 | 89.43% |
June 30, 2023 | 89.43% |
May 31, 2023 | 89.43% |
April 30, 2023 | 89.43% |
March 31, 2023 | 89.43% |
February 28, 2023 | 88.21% |
January 31, 2023 | 88.17% |
December 31, 2022 | 88.17% |
November 30, 2022 | 85.56% |
October 31, 2022 | 85.56% |
Date | Value |
---|---|
September 30, 2022 | 79.10% |
August 31, 2022 | 79.10% |
July 31, 2022 | 79.10% |
June 30, 2022 | 79.10% |
May 31, 2022 | 72.60% |
April 30, 2022 | 68.07% |
March 31, 2022 | 68.07% |
February 28, 2022 | 68.07% |
January 31, 2022 | 68.07% |
December 31, 2021 | 68.07% |
November 30, 2021 | 68.07% |
October 31, 2021 | 68.07% |
September 30, 2021 | 68.07% |
August 31, 2021 | 68.07% |
July 31, 2021 | 68.07% |
June 30, 2021 | 68.07% |
May 31, 2021 | 68.07% |
April 30, 2021 | 68.07% |
March 31, 2021 | 68.07% |
February 28, 2021 | 68.07% |
January 31, 2021 | 68.07% |
December 31, 2020 | 68.07% |
November 30, 2020 | 68.07% |
October 31, 2020 | 68.07% |
September 30, 2020 | 65.83% |
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
63.81%
Minimum
Nov 2019
92.77%
Maximum
Aug 2024
77.26%
Average
70.33%
Median
Max Drawdown (5Y) Benchmarks
Enertopia Corp | 97.26% |
US Goldmining Inc | -- |
United States Antimony Corp | 89.76% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -55.27 |
Beta (5Y) | 1.524 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.80% |
Historical Sharpe Ratio (5Y) | -0.4958 |
Historical Sortino (5Y) | -0.8992 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.46% |