Omni-Lite Industries Canada Inc (OLNCF)
0.7869
-0.01
(-1.68%)
USD |
OTCM |
Jun 14, 16:00
Omni-Lite Industries Canada Max Drawdown (5Y): 71.48% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 71.48% |
April 30, 2024 | 71.48% |
March 31, 2024 | 71.48% |
February 29, 2024 | 71.48% |
January 31, 2024 | 71.48% |
December 31, 2023 | 71.48% |
November 30, 2023 | 71.48% |
October 31, 2023 | 71.48% |
September 30, 2023 | 71.48% |
August 31, 2023 | 71.48% |
July 31, 2023 | 71.48% |
June 30, 2023 | 71.48% |
May 31, 2023 | 71.48% |
April 30, 2023 | 71.48% |
March 31, 2023 | 71.48% |
February 28, 2023 | 71.48% |
January 31, 2023 | 71.48% |
December 31, 2022 | 71.48% |
November 30, 2022 | 71.48% |
October 31, 2022 | 71.48% |
September 30, 2022 | 71.48% |
August 31, 2022 | 71.48% |
July 31, 2022 | 71.48% |
June 30, 2022 | 71.48% |
May 31, 2022 | 71.48% |
Date | Value |
---|---|
April 30, 2022 | 71.48% |
March 31, 2022 | 71.48% |
February 28, 2022 | 71.48% |
January 31, 2022 | 71.48% |
December 31, 2021 | 71.48% |
November 30, 2021 | 71.48% |
October 31, 2021 | 71.48% |
September 30, 2021 | 71.48% |
August 31, 2021 | 71.48% |
July 31, 2021 | 71.48% |
June 30, 2021 | 71.48% |
May 31, 2021 | 71.48% |
April 30, 2021 | 71.48% |
March 31, 2021 | 71.48% |
February 28, 2021 | 71.48% |
January 31, 2021 | 71.48% |
December 31, 2020 | 71.48% |
November 30, 2020 | 71.48% |
October 31, 2020 | 71.48% |
September 30, 2020 | 71.48% |
August 31, 2020 | 71.48% |
July 31, 2020 | 71.48% |
June 30, 2020 | 71.48% |
May 31, 2020 | 71.48% |
April 30, 2020 | 71.48% |
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
61.85%
Minimum
Dec 2019
71.48%
Maximum
Mar 2020
70.61%
Average
71.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ault Alliance Inc | 100.00% |
Omega Flex Inc | 67.19% |
Smith & Wesson Brands Inc | 81.49% |
Axon Enterprise Inc | 58.54% |
VSE Corp | 76.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.961 |
Beta (5Y) | 0.308 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.22% |
Historical Sharpe Ratio (5Y) | -0.0412 |
Historical Sortino (5Y) | -0.0673 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.59% |