Kraken Robotics Inc (PNG.V)
2.30
+0.04
(+1.77%)
CAD |
TSXV |
Nov 14, 15:59
Kraken Robotics Max Drawdown (5Y): 71.21% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 71.21% |
| August 31, 2024 | 71.21% |
| July 31, 2024 | 71.21% |
| June 30, 2024 | 71.21% |
| May 31, 2024 | 71.21% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
71.21%
Maximum
Jul 2022
69.94%
Average
68.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.43 |
| Beta (5Y) | 1.209 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.76% |
| Historical Sharpe Ratio (5Y) | 0.404 |
| Historical Sortino (5Y) | 0.8143 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.22% |