New Wave Holdings Corp (NWAI.CX)

0.015 -0.01 (-40.00%) CAD  |  CNSX  |  Dec 20, 16:00
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New Wave Holdings Max Drawdown (5Y): 99.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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QYOU Media Inc 95.61%
ePlay Digital Inc 99.33%
Playground Ventures Inc 99.57%
OverActive Media Corp 95.93%
ADSL Holdings Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -110.25
Beta (5Y) 3.790
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 221.7%
Historical Sharpe Ratio (5Y) -0.3301
Historical Sortino (5Y) -1.182
Monthly Value at Risk (VaR) 5% (5Y Lookback) 56.00%