Pool Safe Inc (POOL.V)
0.025
0.00 (0.00%)
CAD |
TSXV |
Nov 21, 16:00
Pool Safe Max Drawdown (5Y): 92.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 92.59% |
| August 31, 2024 | 92.59% |
| July 31, 2024 | 92.59% |
| June 30, 2024 | 92.59% |
| May 31, 2024 | 92.59% |
| April 30, 2024 | 92.59% |
| March 31, 2024 | 92.59% |
| February 29, 2024 | 92.59% |
| January 31, 2024 | 92.59% |
| December 31, 2023 | 92.59% |
| November 30, 2023 | 92.59% |
| October 31, 2023 | 92.59% |
| September 30, 2023 | 92.59% |
| August 31, 2023 | 92.59% |
| July 31, 2023 | 92.59% |
| June 30, 2023 | 92.59% |
| May 31, 2023 | 92.59% |
| April 30, 2023 | 92.59% |
| March 31, 2023 | 92.59% |
| February 28, 2023 | 92.59% |
| January 31, 2023 | 92.59% |
| December 31, 2022 | 92.59% |
| November 30, 2022 | 92.59% |
| October 31, 2022 | 92.59% |
| September 30, 2022 | 92.59% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.59% |
| July 31, 2022 | 92.59% |
| June 30, 2022 | 92.59% |
| May 31, 2022 | 92.59% |
| April 30, 2022 | 92.59% |
| March 31, 2022 | 92.59% |
| February 28, 2022 | 92.59% |
| January 31, 2022 | 92.59% |
| December 31, 2021 | 92.59% |
| November 30, 2021 | 92.59% |
| October 31, 2021 | 92.59% |
| September 30, 2021 | 92.59% |
| August 31, 2021 | 92.59% |
| July 31, 2021 | 92.59% |
| June 30, 2021 | 92.59% |
| May 31, 2021 | 92.59% |
| April 30, 2021 | 92.59% |
| March 31, 2021 | 92.59% |
| February 28, 2021 | 92.59% |
| January 31, 2021 | 92.59% |
| December 31, 2020 | 92.59% |
| November 30, 2020 | 88.89% |
| October 31, 2020 | 85.19% |
| September 30, 2020 | 85.19% |
| August 31, 2020 | 85.19% |
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
70.37%
Minimum
Nov 2019
92.59%
Maximum
Dec 2020
90.02%
Average
92.59%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| SWMBRD Sports Inc | -- |
| Spin Master Corp | 83.10% |
| Linamar Corp | 70.80% |
| Dorel Industries Inc | 94.43% |
| Aether Catalyst Solutions Inc | 93.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.64 |
| Beta (5Y) | 1.304 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 128.2% |
| Historical Sharpe Ratio (5Y) | -0.1647 |
| Historical Sortino (5Y) | -0.4057 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.46% |