Pinetree Capital Ltd (PNP.TO)
10.70
-0.20
(-1.83%)
CAD |
TSX |
Nov 22, 11:08
Pinetree Capital Max Drawdown (5Y): 93.16% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 93.16% |
| August 31, 2024 | 93.16% |
| July 31, 2024 | 93.16% |
| June 30, 2024 | 93.16% |
| May 31, 2024 | 93.16% |
| April 30, 2024 | 95.04% |
| March 31, 2024 | 95.90% |
| February 29, 2024 | 96.89% |
| January 31, 2024 | 97.08% |
| December 31, 2023 | 97.08% |
| November 30, 2023 | 97.20% |
| October 31, 2023 | 97.67% |
| September 30, 2023 | 97.69% |
| August 31, 2023 | 97.69% |
| July 31, 2023 | 97.69% |
| June 30, 2023 | 97.69% |
| May 31, 2023 | 97.69% |
| April 30, 2023 | 97.69% |
| March 31, 2023 | 97.69% |
| February 28, 2023 | 97.69% |
| January 31, 2023 | 97.69% |
| December 31, 2022 | 97.69% |
| November 30, 2022 | 97.69% |
| October 31, 2022 | 97.69% |
| September 30, 2022 | 97.69% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.69% |
| July 31, 2022 | 97.69% |
| June 30, 2022 | 97.73% |
| May 31, 2022 | 98.24% |
| April 30, 2022 | 98.27% |
| March 31, 2022 | 98.27% |
| February 28, 2022 | 98.27% |
| January 31, 2022 | 98.40% |
| December 31, 2021 | 98.40% |
| November 30, 2021 | 98.40% |
| October 31, 2021 | 98.40% |
| September 30, 2021 | 98.60% |
| August 31, 2021 | 98.60% |
| July 31, 2021 | 98.60% |
| June 30, 2021 | 98.60% |
| May 31, 2021 | 98.60% |
| April 30, 2021 | 98.60% |
| March 31, 2021 | 98.60% |
| February 28, 2021 | 98.85% |
| January 31, 2021 | 98.85% |
| December 31, 2020 | 99.04% |
| November 30, 2020 | 99.30% |
| October 31, 2020 | 99.44% |
| September 30, 2020 | 99.44% |
| August 31, 2020 | 99.44% |
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
93.16%
Minimum
May 2024
99.44%
Maximum
Nov 2019
97.83%
Average
98.27%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| New Frontier Ventures Inc | 99.64% |
| GoldMoney Inc | 81.16% |
| Dividend Select 15 Corp | 43.13% |
| Spirit Blockchain Capital Inc | -- |
| Birchtree Investments Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.92 |
| Beta (5Y) | 0.5898 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.04% |
| Historical Sharpe Ratio (5Y) | 0.6141 |
| Historical Sortino (5Y) | 1.092 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.86% |