Onex Corp (ONEX.TO)
102.94
+1.33
(+1.31%)
CAD |
TSX |
Nov 05, 16:00
Onex Max Drawdown (5Y): 60.97% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 60.97% |
| August 31, 2024 | 60.97% |
| July 31, 2024 | 60.97% |
| June 30, 2024 | 60.97% |
| May 31, 2024 | 60.97% |
| April 30, 2024 | 60.97% |
| March 31, 2024 | 60.97% |
| February 29, 2024 | 60.97% |
| January 31, 2024 | 60.97% |
| December 31, 2023 | 60.97% |
| November 30, 2023 | 60.97% |
| October 31, 2023 | 60.97% |
| September 30, 2023 | 60.97% |
| August 31, 2023 | 60.97% |
| July 31, 2023 | 60.97% |
| June 30, 2023 | 60.97% |
| May 31, 2023 | 60.97% |
| April 30, 2023 | 60.97% |
| March 31, 2023 | 60.97% |
| February 28, 2023 | 60.97% |
| January 31, 2023 | 60.97% |
| December 31, 2022 | 60.97% |
| November 30, 2022 | 60.97% |
| October 31, 2022 | 60.97% |
| September 30, 2022 | 60.97% |
| Date | Value |
|---|---|
| August 31, 2022 | 60.97% |
| July 31, 2022 | 60.97% |
| June 30, 2022 | 60.97% |
| May 31, 2022 | 60.97% |
| April 30, 2022 | 60.97% |
| March 31, 2022 | 60.97% |
| February 28, 2022 | 60.97% |
| January 31, 2022 | 60.97% |
| December 31, 2021 | 60.97% |
| November 30, 2021 | 60.97% |
| October 31, 2021 | 60.97% |
| September 30, 2021 | 60.97% |
| August 31, 2021 | 60.97% |
| July 31, 2021 | 60.97% |
| June 30, 2021 | 60.97% |
| May 31, 2021 | 60.97% |
| April 30, 2021 | 60.97% |
| March 31, 2021 | 60.97% |
| February 28, 2021 | 60.97% |
| January 31, 2021 | 60.97% |
| December 31, 2020 | 60.97% |
| November 30, 2020 | 60.97% |
| October 31, 2020 | 60.97% |
| September 30, 2020 | 60.97% |
| August 31, 2020 | 60.97% |
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
31.46%
Minimum
Nov 2019
60.97%
Maximum
Mar 2020
58.97%
Average
60.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Quinsam Capital Corp | 95.36% |
| MedBright AI Investments Inc | 96.30% |
| ThreeD Capital Inc | 99.56% |
| Grand Peak Capital Corp | 99.23% |
| Canadian Nexus Team Ventures Corp | 97.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.78 |
| Beta (5Y) | 1.574 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.22% |
| Historical Sharpe Ratio (5Y) | 0.0352 |
| Historical Sortino (5Y) | 0.0449 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.33% |