MedBright AI Investments Inc (MBAI.CX)
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CNSX |
Apr 14, 16:00
MedBright AI Investments Max Drawdown (5Y): 99.10% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Armada Mercantile Ltd | 90.79% |
| Quinsam Capital Corp | 94.89% |
| ThreeD Capital Inc | 99.56% |
| Grand Peak Capital Corp | 99.23% |
| Data Watts Partners Inc | 97.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.22 |
| Beta (5Y) | 1.145 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 161.5% |
| Historical Sharpe Ratio (5Y) | -0.0763 |
| Historical Sortino (5Y) | -0.2155 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.53% |