Pinetree Capital Ltd (PNP.TO)

9.98 -0.02 (-0.20%) CAD  |  TSX  |  Dec 20, 16:00
More

Pinetree Capital Max Drawdown (5Y): 93.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for PNP.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
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) 28.61
Beta (5Y) 0.7799
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.60%
Historical Sharpe Ratio (5Y) 0.9388
Historical Sortino (5Y) 1.775
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.86%