Omni-Lite Industries Canada Inc (OML.V)
1.41
+0.02
(+1.44%)
CAD |
TSXV |
Nov 07, 16:00
Omni-Lite Industries Canada Max Drawdown (5Y): 69.48% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 69.48% |
| August 31, 2024 | 69.48% |
| July 31, 2024 | 69.48% |
| June 30, 2024 | 69.48% |
| May 31, 2024 | 69.48% |
| April 30, 2024 | 69.48% |
| March 31, 2024 | 69.48% |
| February 29, 2024 | 69.48% |
| January 31, 2024 | 69.48% |
| December 31, 2023 | 69.48% |
| November 30, 2023 | 69.48% |
| October 31, 2023 | 69.48% |
| September 30, 2023 | 69.48% |
| August 31, 2023 | 69.48% |
| July 31, 2023 | 69.48% |
| June 30, 2023 | 69.48% |
| May 31, 2023 | 69.48% |
| April 30, 2023 | 69.48% |
| March 31, 2023 | 69.48% |
| February 28, 2023 | 69.48% |
| January 31, 2023 | 69.48% |
| December 31, 2022 | 69.48% |
| November 30, 2022 | 69.48% |
| October 31, 2022 | 69.48% |
| September 30, 2022 | 69.48% |
| Date | Value |
|---|---|
| August 31, 2022 | 69.48% |
| July 31, 2022 | 69.48% |
| June 30, 2022 | 69.48% |
| May 31, 2022 | 69.48% |
| April 30, 2022 | 69.48% |
| March 31, 2022 | 69.48% |
| February 28, 2022 | 69.48% |
| January 31, 2022 | 69.48% |
| December 31, 2021 | 69.48% |
| November 30, 2021 | 69.48% |
| October 31, 2021 | 69.48% |
| September 30, 2021 | 69.48% |
| August 31, 2021 | 69.48% |
| July 31, 2021 | 69.48% |
| June 30, 2021 | 69.48% |
| May 31, 2021 | 69.48% |
| April 30, 2021 | 69.48% |
| March 31, 2021 | 69.48% |
| February 28, 2021 | 69.48% |
| January 31, 2021 | 69.48% |
| December 31, 2020 | 69.48% |
| November 30, 2020 | 69.48% |
| October 31, 2020 | 69.48% |
| September 30, 2020 | 69.48% |
| August 31, 2020 | 69.48% |
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
60.09%
Minimum
Nov 2019
69.48%
Maximum
Mar 2020
68.94%
Average
69.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| IBC Advanced Alloys Corp | 92.00% |
| Inventronics Ltd | 83.25% |
| Hammond Power Solutions Inc | 54.03% |
| RB Global Inc | 33.59% |
| DynaCERT Inc | 93.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.042 |
| Beta (5Y) | 0.2363 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.98% |
| Historical Sharpe Ratio (5Y) | 0.1659 |
| Historical Sortino (5Y) | 0.2671 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.24% |