New Wave Holdings Corp (NWAI.CX)
0.01
0.00 (0.00%)
CAD |
CNSX |
Apr 23, 16:00
New Wave Holdings Max Drawdown (5Y): 99.98% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| QYOU Media Inc | 95.61% |
| ePlay Digital Inc | 98.97% |
| Playground Ventures Inc | 99.57% |
| OverActive Media Corp | 95.93% |
| Legible Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -137.75 |
| Beta (5Y) | 4.831 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 208.7% |
| Historical Sharpe Ratio (5Y) | -0.3385 |
| Historical Sortino (5Y) | -1.139 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 56.25% |