Mogo Inc (MOGO)
1.86
+0.02
(+1.09%)
USD |
NASDAQ |
May 02, 16:00
1.845
-0.02
(-0.81%)
After-Hours: 20:00
Mogo Max Drawdown (5Y): 97.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.04% |
| March 31, 2024 | 97.04% |
| February 29, 2024 | 97.04% |
| January 31, 2024 | 97.04% |
| December 31, 2023 | 97.04% |
| November 30, 2023 | 97.04% |
| October 31, 2023 | 97.04% |
| September 30, 2023 | 96.48% |
| August 31, 2023 | 96.48% |
| July 31, 2023 | 96.48% |
| June 30, 2023 | 96.48% |
| May 31, 2023 | 96.48% |
| April 30, 2023 | 96.48% |
| March 31, 2023 | 96.48% |
| February 28, 2023 | 96.48% |
| January 31, 2023 | 96.48% |
| December 31, 2022 | 96.48% |
| November 30, 2022 | 94.94% |
| October 31, 2022 | 93.46% |
| September 30, 2022 | 92.67% |
| August 31, 2022 | 92.67% |
| July 31, 2022 | 92.67% |
| June 30, 2022 | 92.62% |
| May 31, 2022 | 91.05% |
| April 30, 2022 | 91.05% |
| Date | Value |
|---|---|
| March 31, 2022 | 91.05% |
| February 28, 2022 | 91.05% |
| January 31, 2022 | 91.05% |
| December 31, 2021 | 91.05% |
| November 30, 2021 | 91.05% |
| October 31, 2021 | 91.05% |
| September 30, 2021 | 91.05% |
| August 31, 2021 | 91.05% |
| July 31, 2021 | 91.05% |
| June 30, 2021 | 91.05% |
| May 31, 2021 | 91.05% |
| April 30, 2021 | 91.05% |
| March 31, 2021 | 91.05% |
| February 28, 2021 | 91.05% |
| January 31, 2021 | 91.05% |
| December 31, 2020 | 91.05% |
| November 30, 2020 | 91.05% |
| October 31, 2020 | 91.05% |
| September 30, 2020 | 91.05% |
| August 31, 2020 | 91.05% |
| July 31, 2020 | 91.05% |
| June 30, 2020 | 91.05% |
| May 31, 2020 | 91.05% |
| April 30, 2020 | 91.05% |
| March 31, 2020 | 91.05% |
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
68.96%
Minimum
May 2019
97.04%
Maximum
Oct 2023
89.18%
Average
91.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Destiny Media Technologies Inc | 84.29% |
| Shopify Inc | 84.82% |
| Ehave Inc | 100.00% |
| Versus Systems Inc | 99.96% |
| LeddarTech Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.97 |
| Beta (5Y) | 2.757 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.8% |
| Historical Sharpe Ratio (5Y) | -0.2883 |
| Historical Sortino (5Y) | -0.7359 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.95% |