Mogo Inc (MOGO.TO)
1.63
+0.01
(+0.62%)
CAD |
TSX |
Sep 27, 16:00
Mogo Max Drawdown (5Y): 96.75% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 96.75% |
| July 31, 2024 | 96.75% |
| June 30, 2024 | 96.75% |
| May 31, 2024 | 96.75% |
| April 30, 2024 | 96.75% |
| March 31, 2024 | 96.75% |
| February 29, 2024 | 96.75% |
| January 31, 2024 | 96.75% |
| December 31, 2023 | 96.75% |
| November 30, 2023 | 96.75% |
| October 31, 2023 | 96.75% |
| September 30, 2023 | 95.75% |
| August 31, 2023 | 95.75% |
| July 31, 2023 | 95.75% |
| June 30, 2023 | 95.75% |
| May 31, 2023 | 95.75% |
| April 30, 2023 | 95.75% |
| March 31, 2023 | 95.75% |
| February 28, 2023 | 95.75% |
| January 31, 2023 | 95.75% |
| December 31, 2022 | 95.75% |
| November 30, 2022 | 94.36% |
| October 31, 2022 | 92.68% |
| September 30, 2022 | 92.40% |
| August 31, 2022 | 92.40% |
| Date | Value |
|---|---|
| July 31, 2022 | 92.40% |
| June 30, 2022 | 92.40% |
| May 31, 2022 | 91.14% |
| April 30, 2022 | 91.14% |
| March 31, 2022 | 91.14% |
| February 28, 2022 | 91.14% |
| January 31, 2022 | 91.14% |
| December 31, 2021 | 91.14% |
| November 30, 2021 | 91.14% |
| October 31, 2021 | 91.14% |
| September 30, 2021 | 91.14% |
| August 31, 2021 | 91.14% |
| July 31, 2021 | 91.14% |
| June 30, 2021 | 91.14% |
| May 31, 2021 | 91.14% |
| April 30, 2021 | 91.14% |
| March 31, 2021 | 91.14% |
| February 28, 2021 | 91.14% |
| January 31, 2021 | 91.14% |
| December 31, 2020 | 91.14% |
| November 30, 2020 | 91.14% |
| October 31, 2020 | 91.14% |
| September 30, 2020 | 91.14% |
| August 31, 2020 | 91.14% |
| July 31, 2020 | 91.14% |
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
87.34%
Minimum
Sep 2019
96.75%
Maximum
Oct 2023
92.72%
Average
91.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Windfall Geotek Inc | 96.23% |
| New World Solutions Inc | 99.80% |
| Nerds On Site Inc | 90.00% |
| XTM Inc | -- |
| Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -65.07 |
| Beta (5Y) | 3.468 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.0% |
| Historical Sharpe Ratio (5Y) | -0.3279 |
| Historical Sortino (5Y) | -0.8339 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.44% |