Mundoro Capital Inc (MUN.V)
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May 01, 16:00
Mundoro Capital Max Drawdown (5Y): 68.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.33% |
| March 31, 2024 | 68.33% |
| February 29, 2024 | 68.33% |
| January 31, 2024 | 68.33% |
| December 31, 2023 | 68.33% |
| November 30, 2023 | 68.33% |
| October 31, 2023 | 68.33% |
| September 30, 2023 | 68.33% |
| August 31, 2023 | 68.33% |
| July 31, 2023 | 68.33% |
| June 30, 2023 | 68.33% |
| May 31, 2023 | 68.33% |
| April 30, 2023 | 68.33% |
| March 31, 2023 | 72.22% |
| February 28, 2023 | 72.22% |
| January 31, 2023 | 76.39% |
| December 31, 2022 | 76.39% |
| November 30, 2022 | 76.39% |
| October 31, 2022 | 76.39% |
| September 30, 2022 | 76.39% |
| August 31, 2022 | 76.39% |
| July 31, 2022 | 76.39% |
| June 30, 2022 | 76.39% |
| May 31, 2022 | 76.39% |
| April 30, 2022 | 76.39% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.39% |
| February 28, 2022 | 76.39% |
| January 31, 2022 | 76.39% |
| December 31, 2021 | 76.39% |
| November 30, 2021 | 76.39% |
| October 31, 2021 | 76.39% |
| September 30, 2021 | 76.39% |
| August 31, 2021 | 76.39% |
| July 31, 2021 | 76.39% |
| June 30, 2021 | 76.39% |
| May 31, 2021 | 76.39% |
| April 30, 2021 | 79.80% |
| March 31, 2021 | 79.80% |
| February 28, 2021 | 79.80% |
| January 31, 2021 | 89.13% |
| December 31, 2020 | 89.86% |
| November 30, 2020 | 90.58% |
| October 31, 2020 | 92.03% |
| September 30, 2020 | 93.48% |
| August 31, 2020 | 93.48% |
| July 31, 2020 | 93.48% |
| June 30, 2020 | 93.48% |
| May 31, 2020 | 93.48% |
| April 30, 2020 | 93.48% |
| March 31, 2020 | 93.48% |
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
68.33%
Minimum
Apr 2023
93.48%
Maximum
May 2019
80.45%
Average
76.39%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.926 |
| Beta (5Y) | 0.465 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.22% |
| Historical Sharpe Ratio (5Y) | 0.1224 |
| Historical Sortino (5Y) | 0.199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.65% |