Lightspeed Commerce Inc (LSPD.TO)
25.53
+0.82
(+3.32%)
CAD |
TSX |
Nov 12, 14:26
Lightspeed Commerce Max Drawdown (5Y): 89.72% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 89.72% |
| August 31, 2024 | 89.64% |
| July 31, 2024 | 89.23% |
| June 30, 2024 | 89.23% |
| May 31, 2024 | 89.23% |
| April 30, 2024 | 89.23% |
| March 31, 2024 | 89.23% |
| February 29, 2024 | 89.23% |
| January 31, 2024 | 89.23% |
| December 31, 2023 | 89.23% |
| November 30, 2023 | 89.23% |
| October 31, 2023 | 89.23% |
| September 30, 2023 | 89.23% |
| August 31, 2023 | 89.23% |
| July 31, 2023 | 89.23% |
| June 30, 2023 | 89.23% |
| May 31, 2023 | 89.23% |
| April 30, 2023 | 89.16% |
| March 31, 2023 | 89.08% |
| February 28, 2023 | 89.08% |
| January 31, 2023 | 89.08% |
| December 31, 2022 | 89.08% |
| November 30, 2022 | 87.95% |
| October 31, 2022 | 87.09% |
| September 30, 2022 | 87.09% |
| Date | Value |
|---|---|
| August 31, 2022 | 87.09% |
| July 31, 2022 | 87.09% |
| June 30, 2022 | 87.09% |
| May 31, 2022 | 87.09% |
| April 30, 2022 | 83.99% |
| March 31, 2022 | 83.99% |
| February 28, 2022 | 80.36% |
| January 31, 2022 | 78.24% |
| December 31, 2021 | 75.31% |
| November 30, 2021 | 75.31% |
| October 31, 2021 | 75.31% |
| September 30, 2021 | 75.31% |
| August 31, 2021 | 75.31% |
| July 31, 2021 | 75.31% |
| June 30, 2021 | 75.31% |
| May 31, 2021 | 75.31% |
| April 30, 2021 | 75.31% |
| March 31, 2021 | 75.31% |
| February 28, 2021 | 75.31% |
| January 31, 2021 | 75.31% |
| December 31, 2020 | 75.31% |
| November 30, 2020 | 75.31% |
| October 31, 2020 | 75.31% |
| September 30, 2020 | 75.31% |
| August 31, 2020 | 75.31% |
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
41.51%
Minimum
Nov 2019
89.72%
Maximum
Sep 2024
80.06%
Average
83.99%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Windfall Geotek Inc | 98.11% |
| New World Solutions Inc | 99.80% |
| Nerds On Site Inc | 90.00% |
| XTM Inc | -- |
| Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.56 |
| Beta (5Y) | 2.726 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.72% |
| Historical Sharpe Ratio (5Y) | -0.1197 |
| Historical Sortino (5Y) | -0.198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.07% |