Pinetree Capital Ltd (PNP.TO)
5.87
+0.24
(+4.26%)
CAD |
TSX |
May 01, 15:31
Pinetree Capital Max Drawdown (5Y): 95.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 99.44% |
| June 30, 2020 | 99.44% |
| May 31, 2020 | 99.44% |
| April 30, 2020 | 99.44% |
| March 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
95.04%
Minimum
Apr 2024
99.44%
Maximum
May 2019
98.38%
Average
98.40%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.73 |
| Beta (5Y) | 0.57 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.06% |
| Historical Sharpe Ratio (5Y) | 0.4631 |
| Historical Sortino (5Y) | 0.8406 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.14% |