Omni-Lite Industries Canada Inc (OML.V)

1.44 +0.09 (+6.67%) CAD  |  TSXV  |  Dec 23, 15:59
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Omni-Lite Industries Canada Max Drawdown (5Y): 71.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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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) 6.071
Beta (5Y) 0.2477
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.44%
Historical Sharpe Ratio (5Y) 0.1911
Historical Sortino (5Y) 0.3154
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.00%