MedBright AI Investments Inc (MBAI.CX)
0.025
0.00 (0.00%)
CAD |
CNSX |
Nov 21, 16:00
MedBright AI Investments Max Drawdown (5Y): 96.30% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 96.30% |
August 31, 2024 | 96.30% |
July 31, 2024 | 96.30% |
June 30, 2024 | 96.30% |
May 31, 2024 | 96.30% |
April 30, 2024 | 96.30% |
March 31, 2024 | 96.30% |
February 29, 2024 | 96.30% |
January 31, 2024 | 96.30% |
December 31, 2023 | 96.30% |
November 30, 2023 | 96.30% |
October 31, 2023 | 96.30% |
September 30, 2023 | 96.30% |
August 31, 2023 | 96.30% |
July 31, 2023 | 96.30% |
June 30, 2023 | 96.30% |
May 31, 2023 | 96.30% |
April 30, 2023 | 94.44% |
March 31, 2023 | 94.44% |
February 28, 2023 | 94.44% |
January 31, 2023 | 94.44% |
December 31, 2022 | 94.44% |
November 30, 2022 | 94.44% |
October 31, 2022 | 94.44% |
September 30, 2022 | 94.44% |
Date | Value |
---|---|
August 31, 2022 | 94.44% |
July 31, 2022 | 94.44% |
June 30, 2022 | 94.44% |
May 31, 2022 | 94.44% |
April 30, 2022 | 94.44% |
March 31, 2022 | 94.44% |
February 28, 2022 | 94.44% |
January 31, 2022 | 94.44% |
December 31, 2021 | 94.44% |
November 30, 2021 | 94.44% |
October 31, 2021 | 94.44% |
September 30, 2021 | 94.44% |
August 31, 2021 | 94.44% |
July 31, 2021 | 94.44% |
June 30, 2021 | 94.44% |
May 31, 2021 | 94.44% |
April 30, 2021 | 94.44% |
March 31, 2021 | 94.44% |
February 28, 2021 | 94.44% |
January 31, 2021 | 94.44% |
December 31, 2020 | 94.44% |
November 30, 2020 | 94.44% |
October 31, 2020 | 94.44% |
September 30, 2020 | 94.44% |
August 31, 2020 | 94.44% |
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
86.11%
Minimum
Nov 2019
96.30%
Maximum
May 2023
94.84%
Average
94.44%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
Quinsam Capital Corp | 95.36% |
ThreeD Capital Inc | 99.56% |
Grand Peak Capital Corp | 99.23% |
Canadian Nexus Team Ventures Corp | 97.92% |
Planet Ventures Inc | 97.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.09 |
Beta (5Y) | 0.2222 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 163.4% |
Historical Sharpe Ratio (5Y) | -0.2089 |
Historical Sortino (5Y) | -0.5368 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |