Kraken Robotics Inc (PNG.V)
1.04
+0.01
(+0.97%)
CAD |
TSXV |
May 17, 16:00
Kraken Robotics Max Drawdown (5Y): 71.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.21% |
March 31, 2024 | 71.21% |
February 29, 2024 | 71.21% |
January 31, 2024 | 71.21% |
December 31, 2023 | 71.21% |
November 30, 2023 | 71.21% |
October 31, 2023 | 71.21% |
September 30, 2023 | 71.21% |
August 31, 2023 | 71.21% |
July 31, 2023 | 71.21% |
June 30, 2023 | 71.21% |
May 31, 2023 | 71.21% |
April 30, 2023 | 71.21% |
March 31, 2023 | 71.21% |
February 28, 2023 | 71.21% |
January 31, 2023 | 71.21% |
December 31, 2022 | 71.21% |
November 30, 2022 | 71.21% |
October 31, 2022 | 71.21% |
September 30, 2022 | 71.21% |
August 31, 2022 | 71.21% |
July 31, 2022 | 71.21% |
June 30, 2022 | 69.70% |
May 31, 2022 | 68.89% |
April 30, 2022 | 68.89% |
Date | Value |
---|---|
March 31, 2022 | 68.89% |
February 28, 2022 | 68.89% |
January 31, 2022 | 68.89% |
December 31, 2021 | 68.89% |
November 30, 2021 | 68.89% |
October 31, 2021 | 68.89% |
September 30, 2021 | 68.89% |
August 31, 2021 | 68.89% |
July 31, 2021 | 68.89% |
June 30, 2021 | 68.89% |
May 31, 2021 | 68.89% |
April 30, 2021 | 68.89% |
March 31, 2021 | 68.89% |
February 28, 2021 | 68.89% |
January 31, 2021 | 68.89% |
December 31, 2020 | 68.89% |
November 30, 2020 | 68.89% |
October 31, 2020 | 68.89% |
September 30, 2020 | 68.89% |
August 31, 2020 | 68.89% |
July 31, 2020 | 68.89% |
June 30, 2020 | 68.89% |
May 31, 2020 | 68.89% |
April 30, 2020 | 68.89% |
March 31, 2020 | 68.89% |
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
68.57%
Minimum
Jul 2019
83.33%
Maximum
May 2019
70.19%
Average
68.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.280 |
Beta (5Y) | 1.212 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.10% |
Historical Sharpe Ratio (5Y) | 0.0938 |
Historical Sortino (5Y) | 0.1915 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.65% |