Optiva Inc (OPT.TO)
6.30
0.00 (0.00%)
CAD |
TSX |
Jun 21, 16:00
Optiva Max Drawdown (5Y): 96.61% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 96.61% |
| April 30, 2024 | 96.61% |
| March 31, 2024 | 96.61% |
| February 29, 2024 | 96.61% |
| January 31, 2024 | 96.61% |
| December 31, 2023 | 96.61% |
| November 30, 2023 | 93.46% |
| October 31, 2023 | 91.52% |
| September 30, 2023 | 91.52% |
| August 31, 2023 | 91.52% |
| July 31, 2023 | 91.52% |
| June 30, 2023 | 90.36% |
| May 31, 2023 | 90.36% |
| April 30, 2023 | 90.36% |
| March 31, 2023 | 90.36% |
| February 28, 2023 | 90.36% |
| January 31, 2023 | 90.36% |
| December 31, 2022 | 90.36% |
| November 30, 2022 | 90.36% |
| October 31, 2022 | 90.36% |
| September 30, 2022 | 90.36% |
| August 31, 2022 | 90.36% |
| July 31, 2022 | 90.36% |
| June 30, 2022 | 90.36% |
| May 31, 2022 | 90.36% |
| Date | Value |
|---|---|
| April 30, 2022 | 90.36% |
| March 31, 2022 | 90.36% |
| February 28, 2022 | 90.36% |
| January 31, 2022 | 90.36% |
| December 31, 2021 | 90.36% |
| November 30, 2021 | 90.36% |
| October 31, 2021 | 90.36% |
| September 30, 2021 | 90.36% |
| August 31, 2021 | 90.36% |
| July 31, 2021 | 90.36% |
| June 30, 2021 | 90.36% |
| May 31, 2021 | 90.36% |
| April 30, 2021 | 90.36% |
| March 31, 2021 | 90.36% |
| February 28, 2021 | 90.36% |
| January 31, 2021 | 90.36% |
| December 31, 2020 | 90.36% |
| November 30, 2020 | 90.36% |
| October 31, 2020 | 90.36% |
| September 30, 2020 | 90.36% |
| August 31, 2020 | 90.36% |
| July 31, 2020 | 90.36% |
| June 30, 2020 | 90.36% |
| May 31, 2020 | 90.36% |
| April 30, 2020 | 90.36% |
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
90.16%
Minimum
Jun 2019
96.61%
Maximum
Dec 2023
91.08%
Average
90.36%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| New World Solutions Inc | 99.69% |
| NameSilo Technologies Corp | 76.36% |
| Nerds On Site Inc | 89.29% |
| XTM Inc | -- |
| Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.36 |
| Beta (5Y) | 0.6054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.74% |
| Historical Sharpe Ratio (5Y) | -0.399 |
| Historical Sortino (5Y) | -0.816 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.67% |