McCoy Global, Inc. (MCB.TO)
2.61
-0.04
(-1.51%)
CAD |
TSX |
Oct 09, 16:00
McCoy Global Max Drawdown (5Y) : 75.00% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 75.00% |
| August 31, 2026 | 75.00% |
| July 31, 2026 | 75.00% |
| June 30, 2026 | 75.00% |
| May 31, 2026 | 75.00% |
| April 30, 2026 | 75.00% |
| March 31, 2026 | 75.00% |
| February 28, 2026 | 76.73% |
| January 31, 2026 | 78.78% |
| December 31, 2025 | 80.61% |
| November 30, 2025 | 82.00% |
| October 31, 2025 | 86.61% |
| September 30, 2025 | 86.61% |
| August 31, 2025 | 86.77% |
| July 31, 2025 | 89.97% |
| June 30, 2025 | 91.06% |
| May 31, 2025 | 91.50% |
| April 30, 2025 | 92.60% |
| March 31, 2025 | 93.20% |
| February 28, 2025 | 93.20% |
| January 31, 2025 | 93.20% |
| December 31, 2024 | 93.20% |
| November 30, 2024 | 93.20% |
| October 31, 2024 | 93.20% |
| September 30, 2024 | 93.20% |
| Date | Value |
|---|---|
| August 31, 2024 | 93.20% |
| July 31, 2024 | 93.20% |
| June 30, 2024 | 93.20% |
| May 31, 2024 | 93.20% |
| April 30, 2024 | 93.20% |
| March 31, 2024 | 93.20% |
| February 29, 2024 | 93.20% |
| January 31, 2024 | 93.20% |
| December 31, 2023 | 93.20% |
| November 30, 2023 | 93.20% |
| October 31, 2023 | 93.20% |
| September 30, 2023 | 93.20% |
| August 31, 2023 | 93.20% |
| July 31, 2023 | 93.20% |
| June 30, 2023 | 93.20% |
| May 31, 2023 | 93.20% |
| April 30, 2023 | 93.20% |
| March 31, 2023 | 93.20% |
| February 28, 2023 | 93.20% |
| January 31, 2023 | 93.20% |
| December 31, 2022 | 93.20% |
| November 30, 2022 | 93.20% |
| October 31, 2022 | 93.20% |
| September 30, 2022 | 93.20% |
| August 31, 2022 | 93.20% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Pason Systems, Inc. | 56.87% |
| CES Energy Solutions Corp. | 78.09% |
| Cleantek Industries, Inc. | 99.56% |
| Ensign Energy Services, Inc. | 74.74% |
| Calfrac Well Services Ltd. | 99.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.08 |
| Beta (5Y) | 0.5986 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.09% |
| Historical Sharpe Ratio (5Y) | 0.5255 |
| Historical Sortino (5Y) | 1.009 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.68% |