Mdf Commerce Inc (DELISTED) (MDF.TO:DL)
5.80
0.00 (0.00%)
CAD |
TSX |
May 22, 16:00
Mdf Commerce Max Drawdown (5Y): 90.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.75% |
| March 31, 2024 | 90.75% |
| February 29, 2024 | 90.75% |
| January 31, 2024 | 90.75% |
| December 31, 2023 | 90.75% |
| November 30, 2023 | 90.75% |
| October 31, 2023 | 90.75% |
| September 30, 2023 | 90.75% |
| August 31, 2023 | 90.75% |
| July 31, 2023 | 90.75% |
| June 30, 2023 | 90.75% |
| May 31, 2023 | 90.75% |
| April 30, 2023 | 90.75% |
| March 31, 2023 | 90.75% |
| February 28, 2023 | 90.75% |
| January 31, 2023 | 90.75% |
| December 31, 2022 | 90.75% |
| November 30, 2022 | 90.75% |
| October 31, 2022 | 90.75% |
| September 30, 2022 | 90.75% |
| August 31, 2022 | 90.75% |
| July 31, 2022 | 90.75% |
| June 30, 2022 | 86.52% |
| May 31, 2022 | 86.04% |
| April 30, 2022 | 86.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 85.71% |
| February 28, 2022 | 85.71% |
| January 31, 2022 | 85.71% |
| December 31, 2021 | 85.71% |
| November 30, 2021 | 85.71% |
| October 31, 2021 | 85.71% |
| September 30, 2021 | 85.71% |
| August 31, 2021 | 85.71% |
| July 31, 2021 | 85.71% |
| June 30, 2021 | 85.71% |
| May 31, 2021 | 85.71% |
| April 30, 2021 | 85.71% |
| March 31, 2021 | 85.71% |
| February 28, 2021 | 85.71% |
| January 31, 2021 | 85.71% |
| December 31, 2020 | 85.71% |
| November 30, 2020 | 85.71% |
| October 31, 2020 | 85.71% |
| September 30, 2020 | 85.71% |
| August 31, 2020 | 85.71% |
| July 31, 2020 | 85.71% |
| June 30, 2020 | 85.71% |
| May 31, 2020 | 85.71% |
| April 30, 2020 | 85.71% |
| March 31, 2020 | 85.71% |
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
70.68%
Minimum
Nov 2019
90.75%
Maximum
Jul 2022
86.69%
Average
85.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| New World Solutions Inc | 99.80% |
| NameSilo Technologies Corp | 76.36% |
| Nerds On Site Inc | 90.00% |
| XTM Inc | -- |
| Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.48 |
| Beta (5Y) | 1.604 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.65% |
| Historical Sharpe Ratio (5Y) | -0.167 |
| Historical Sortino (5Y) | -0.3382 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.07% |