Pacific Green Technologies Inc (PGTK)
0.54
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Pacific Green Technologies Max Drawdown (5Y): 93.52% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 93.52% |
| August 31, 2024 | 93.52% |
| July 31, 2024 | 93.52% |
| June 30, 2024 | 93.52% |
| May 31, 2024 | 93.52% |
| April 30, 2024 | 93.52% |
| March 31, 2024 | 93.52% |
| February 29, 2024 | 93.52% |
| January 31, 2024 | 93.52% |
| December 31, 2023 | 93.52% |
| November 30, 2023 | 93.52% |
| October 31, 2023 | 93.52% |
| September 30, 2023 | 93.52% |
| August 31, 2023 | 93.52% |
| July 31, 2023 | 93.52% |
| June 30, 2023 | 93.52% |
| May 31, 2023 | 90.34% |
| April 30, 2023 | 88.24% |
| March 31, 2023 | 87.27% |
| February 28, 2023 | 88.24% |
| January 31, 2023 | 90.59% |
| December 31, 2022 | 90.59% |
| November 30, 2022 | 90.59% |
| October 31, 2022 | 91.18% |
| September 30, 2022 | 92.94% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.94% |
| July 31, 2022 | 93.53% |
| June 30, 2022 | 97.06% |
| May 31, 2022 | 97.06% |
| April 30, 2022 | 97.06% |
| March 31, 2022 | 97.06% |
| February 28, 2022 | 97.06% |
| January 31, 2022 | 97.06% |
| December 31, 2021 | 97.06% |
| November 30, 2021 | 97.06% |
| October 31, 2021 | 97.06% |
| September 30, 2021 | 97.55% |
| August 31, 2021 | 99.19% |
| July 31, 2021 | 99.19% |
| June 30, 2021 | 99.19% |
| May 31, 2021 | 99.19% |
| April 30, 2021 | 99.33% |
| March 31, 2021 | 99.33% |
| February 28, 2021 | 99.33% |
| January 31, 2021 | 99.38% |
| December 31, 2020 | 99.38% |
| November 30, 2020 | 99.50% |
| October 31, 2020 | 99.50% |
| September 30, 2020 | 99.75% |
| August 31, 2020 | 99.84% |
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
87.27%
Minimum
Mar 2023
99.90%
Maximum
Nov 2019
95.84%
Average
97.06%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Clean Harbors Inc | 64.51% |
| Waste Management Inc | 30.06% |
| Plastic2Oil Inc | 99.23% |
| Avalon Holdings Corp | 88.49% |
| CleanCore Solutions Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.07 |
| Beta (5Y) | 1.053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.61% |
| Historical Sharpe Ratio (5Y) | -0.3909 |
| Historical Sortino (5Y) | -0.9474 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.13% |