Profound Medical Corp (PRN.TO)
10.61
+0.06
(+0.57%)
CAD |
TSX |
Nov 22, 16:00
Profound Medical Max Drawdown (5Y): 87.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.85% |
| September 30, 2024 | 87.85% |
| August 31, 2024 | 87.85% |
| July 31, 2024 | 87.85% |
| June 30, 2024 | 87.85% |
| May 31, 2024 | 87.85% |
| April 30, 2024 | 87.85% |
| March 31, 2024 | 87.85% |
| February 29, 2024 | 87.85% |
| January 31, 2024 | 87.85% |
| December 31, 2023 | 87.85% |
| November 30, 2023 | 87.85% |
| October 31, 2023 | 87.85% |
| September 30, 2023 | 87.85% |
| August 31, 2023 | 87.85% |
| July 31, 2023 | 87.85% |
| June 30, 2023 | 87.85% |
| May 31, 2023 | 87.85% |
| April 30, 2023 | 87.85% |
| March 31, 2023 | 87.85% |
| February 28, 2023 | 87.85% |
| January 31, 2023 | 87.85% |
| December 31, 2022 | 87.85% |
| November 30, 2022 | 87.85% |
| October 31, 2022 | 87.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.93% |
| August 31, 2022 | 77.04% |
| July 31, 2022 | 77.04% |
| June 30, 2022 | 77.04% |
| May 31, 2022 | 77.04% |
| April 30, 2022 | 73.90% |
| March 31, 2022 | 71.52% |
| February 28, 2022 | 71.52% |
| January 31, 2022 | 71.52% |
| December 31, 2021 | 71.52% |
| November 30, 2021 | 71.52% |
| October 31, 2021 | 71.52% |
| September 30, 2021 | 71.52% |
| August 31, 2021 | 71.52% |
| July 31, 2021 | 71.52% |
| June 30, 2021 | 71.52% |
| May 31, 2021 | 71.52% |
| April 30, 2021 | 71.52% |
| March 31, 2021 | 71.52% |
| February 28, 2021 | 71.52% |
| January 31, 2021 | 71.52% |
| December 31, 2020 | 71.52% |
| November 30, 2020 | 71.52% |
| October 31, 2020 | 71.52% |
| September 30, 2020 | 71.52% |
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
71.52%
Minimum
Nov 2019
87.85%
Maximum
Oct 2022
78.95%
Average
75.47%
Median
Max Drawdown (5Y) Benchmarks
| Biocure Technology Inc | 99.70% |
| Core One Labs Inc | 99.97% |
| Restart Life Sciences Corp | 99.28% |
| Nanosphere Health Sciences Inc | 99.95% |
| Lobe Sciences Ltd | 99.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.28 |
| Beta (5Y) | 0.7138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.52% |
| Historical Sharpe Ratio (5Y) | -0.0859 |
| Historical Sortino (5Y) | -0.2079 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.32% |