MCAN Financial Group (MKP.TO)
18.25
+0.15
(+0.83%)
CAD |
TSX |
Nov 05, 16:00
MCAN Financial Group Max Drawdown (5Y): 37.80% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 37.80% |
| August 31, 2024 | 37.80% |
| July 31, 2024 | 37.80% |
| June 30, 2024 | 37.80% |
| May 31, 2024 | 37.80% |
| April 30, 2024 | 37.80% |
| March 31, 2024 | 37.80% |
| February 29, 2024 | 37.80% |
| January 31, 2024 | 37.80% |
| December 31, 2023 | 37.80% |
| November 30, 2023 | 37.80% |
| October 31, 2023 | 37.80% |
| September 30, 2023 | 37.80% |
| August 31, 2023 | 37.80% |
| July 31, 2023 | 37.80% |
| June 30, 2023 | 37.80% |
| May 31, 2023 | 37.80% |
| April 30, 2023 | 37.80% |
| March 31, 2023 | 37.80% |
| February 28, 2023 | 37.80% |
| January 31, 2023 | 37.80% |
| December 31, 2022 | 37.80% |
| November 30, 2022 | 37.80% |
| October 31, 2022 | 37.80% |
| September 30, 2022 | 37.80% |
| Date | Value |
|---|---|
| August 31, 2022 | 37.80% |
| July 31, 2022 | 37.80% |
| June 30, 2022 | 37.80% |
| May 31, 2022 | 37.80% |
| April 30, 2022 | 37.80% |
| March 31, 2022 | 37.80% |
| February 28, 2022 | 37.80% |
| January 31, 2022 | 37.80% |
| December 31, 2021 | 37.80% |
| November 30, 2021 | 37.80% |
| October 31, 2021 | 37.80% |
| September 30, 2021 | 37.80% |
| August 31, 2021 | 37.80% |
| July 31, 2021 | 37.80% |
| June 30, 2021 | 37.80% |
| May 31, 2021 | 37.80% |
| April 30, 2021 | 37.80% |
| March 31, 2021 | 37.80% |
| February 28, 2021 | 37.80% |
| January 31, 2021 | 37.80% |
| December 31, 2020 | 37.80% |
| November 30, 2020 | 37.80% |
| October 31, 2020 | 37.80% |
| September 30, 2020 | 37.80% |
| August 31, 2020 | 37.80% |
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
34.56%
Minimum
Nov 2019
37.80%
Maximum
Mar 2020
37.58%
Average
37.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First National Financial Corp | 53.66% |
| Firm Capital Mortgage Investment Corp | 49.62% |
| Dominion Lending Centres Inc | 90.34% |
| Starrex International Ltd | 95.58% |
| Builders Capital Mortgage Corp | 28.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.186 |
| Beta (5Y) | 0.851 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.88% |
| Historical Sharpe Ratio (5Y) | 0.7178 |
| Historical Sortino (5Y) | 0.8156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.19% |