Magnetic North Acquisition Corp (MNC.V)
0.09
+0.01
(+12.50%)
CAD |
TSXV |
May 24, 09:30
Magnetic North Acquisition Max Drawdown (5Y): 98.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.99% |
March 31, 2024 | 98.99% |
February 29, 2024 | 98.99% |
January 31, 2024 | 98.99% |
December 31, 2023 | 98.99% |
November 30, 2023 | 98.99% |
October 31, 2023 | 98.99% |
September 30, 2023 | 97.98% |
August 31, 2023 | 97.98% |
July 31, 2023 | 97.98% |
June 30, 2023 | 97.98% |
May 31, 2023 | 97.98% |
April 30, 2023 | 97.98% |
March 31, 2023 | 97.98% |
February 28, 2023 | 97.98% |
January 31, 2023 | 97.98% |
December 31, 2022 | 97.98% |
November 30, 2022 | 97.98% |
October 31, 2022 | 97.98% |
September 30, 2022 | 97.98% |
August 31, 2022 | 97.98% |
July 31, 2022 | 97.98% |
June 30, 2022 | 97.98% |
May 31, 2022 | 97.98% |
April 30, 2022 | 89.90% |
Date | Value |
---|---|
March 31, 2022 | 88.89% |
February 28, 2022 | 87.88% |
January 31, 2022 | 84.85% |
December 31, 2021 | 82.83% |
November 30, 2021 | 82.32% |
October 31, 2021 | 82.32% |
September 30, 2021 | 80.30% |
August 31, 2021 | 80.30% |
July 31, 2021 | 78.79% |
June 30, 2021 | 76.26% |
May 31, 2021 | 76.26% |
April 30, 2021 | 76.26% |
March 31, 2021 | 69.23% |
February 28, 2021 | 69.23% |
January 31, 2021 | 69.23% |
December 31, 2020 | 69.23% |
November 30, 2020 | 69.23% |
October 31, 2020 | 69.23% |
September 30, 2020 | 69.23% |
August 31, 2020 | 69.23% |
July 31, 2020 | 69.23% |
June 30, 2020 | 69.23% |
May 31, 2020 | 69.23% |
April 30, 2020 | 69.23% |
March 31, 2020 | 69.23% |
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
60.00%
Minimum
May 2019
98.99%
Maximum
Oct 2023
82.10%
Average
82.32%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
goeasy Ltd | 70.44% |
Accord Financial Corp | 62.81% |
Axis Auto Finance Inc | 93.15% |
ECN Capital Corp | 77.35% |
Atrium Mortgage Investment Corp | 53.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -61.18 |
Beta (5Y) | 7.000 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 237.2% |
Historical Sharpe Ratio (5Y) | -0.0523 |
Historical Sortino (5Y) | -0.2338 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |