Omni-Lite Industries Canada Inc (OML.V)
1.20
-0.05
(-4.00%)
CAD |
TSXV |
Nov 22, 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% |