Maxim Power Corp (MXG.TO)
4.94
-0.20
(-3.89%)
CAD |
TSX |
Nov 22, 16:00
Maxim Power Max Drawdown (5Y): 66.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 66.30% |
September 30, 2024 | 66.30% |
August 31, 2024 | 66.30% |
July 31, 2024 | 66.30% |
June 30, 2024 | 66.30% |
May 31, 2024 | 66.30% |
April 30, 2024 | 66.30% |
March 31, 2024 | 66.30% |
February 29, 2024 | 66.30% |
January 31, 2024 | 66.30% |
December 31, 2023 | 66.30% |
November 30, 2023 | 66.30% |
October 31, 2023 | 66.30% |
September 30, 2023 | 66.30% |
August 31, 2023 | 66.30% |
July 31, 2023 | 66.30% |
June 30, 2023 | 66.30% |
May 31, 2023 | 66.30% |
April 30, 2023 | 66.30% |
March 31, 2023 | 66.30% |
February 28, 2023 | 66.30% |
January 31, 2023 | 66.30% |
December 31, 2022 | 66.30% |
November 30, 2022 | 66.30% |
October 31, 2022 | 66.30% |
Date | Value |
---|---|
September 30, 2022 | 66.30% |
August 31, 2022 | 66.30% |
July 31, 2022 | 66.30% |
June 30, 2022 | 66.30% |
May 31, 2022 | 66.30% |
April 30, 2022 | 66.30% |
March 31, 2022 | 66.30% |
February 28, 2022 | 66.30% |
January 31, 2022 | 66.30% |
December 31, 2021 | 66.30% |
November 30, 2021 | 66.30% |
October 31, 2021 | 66.30% |
September 30, 2021 | 66.30% |
August 31, 2021 | 66.30% |
July 31, 2021 | 66.30% |
June 30, 2021 | 66.30% |
May 31, 2021 | 66.30% |
April 30, 2021 | 66.30% |
March 31, 2021 | 66.30% |
February 28, 2021 | 66.30% |
January 31, 2021 | 66.30% |
December 31, 2020 | 66.30% |
November 30, 2020 | 66.30% |
October 31, 2020 | 66.30% |
September 30, 2020 | 66.30% |
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
58.42%
Minimum
Nov 2019
66.30%
Maximum
Mar 2020
65.78%
Average
66.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Berkley Renewables Inc | 0.00% |
TransAlta Corp | 50.59% |
Capital Power Corp | 47.38% |
Prime Drink Group Corp | -- |
NU E Power Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.83 |
Beta (5Y) | 0.8724 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.49% |
Historical Sharpe Ratio (5Y) | 0.579 |
Historical Sortino (5Y) | 0.9559 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.04% |