Reko International Group Inc (REKO.V)
3.20
0.00 (0.00%)
CAD |
TSXV |
Nov 06, 16:00
Reko International Group Max Drawdown (5Y): 61.45% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 61.45% |
| August 31, 2024 | 61.45% |
| July 31, 2024 | 61.45% |
| June 30, 2024 | 61.45% |
| May 31, 2024 | 61.45% |
| April 30, 2024 | 61.45% |
| March 31, 2024 | 61.45% |
| February 29, 2024 | 61.45% |
| January 31, 2024 | 61.45% |
| December 31, 2023 | 61.45% |
| November 30, 2023 | 61.45% |
| October 31, 2023 | 61.45% |
| September 30, 2023 | 61.45% |
| August 31, 2023 | 61.45% |
| July 31, 2023 | 61.45% |
| June 30, 2023 | 61.45% |
| May 31, 2023 | 61.45% |
| April 30, 2023 | 61.45% |
| March 31, 2023 | 61.45% |
| February 28, 2023 | 61.45% |
| January 31, 2023 | 61.45% |
| December 31, 2022 | 61.45% |
| November 30, 2022 | 61.45% |
| October 31, 2022 | 61.45% |
| September 30, 2022 | 61.45% |
| Date | Value |
|---|---|
| August 31, 2022 | 61.45% |
| July 31, 2022 | 61.45% |
| June 30, 2022 | 61.45% |
| May 31, 2022 | 61.45% |
| April 30, 2022 | 61.45% |
| March 31, 2022 | 61.45% |
| February 28, 2022 | 61.45% |
| January 31, 2022 | 61.45% |
| December 31, 2021 | 61.45% |
| November 30, 2021 | 61.45% |
| October 31, 2021 | 61.45% |
| September 30, 2021 | 61.45% |
| August 31, 2021 | 61.45% |
| July 31, 2021 | 61.45% |
| June 30, 2021 | 61.45% |
| May 31, 2021 | 61.45% |
| April 30, 2021 | 61.45% |
| March 31, 2021 | 61.45% |
| February 28, 2021 | 61.45% |
| January 31, 2021 | 61.45% |
| December 31, 2020 | 61.45% |
| November 30, 2020 | 61.45% |
| October 31, 2020 | 61.45% |
| September 30, 2020 | 61.45% |
| August 31, 2020 | 61.45% |
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
51.23%
Minimum
Nov 2019
61.45%
Maximum
Mar 2020
60.76%
Average
61.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hammond Power Solutions Inc | 54.03% |
| DynaCERT Inc | 93.55% |
| Kelso Technologies Inc | 93.69% |
| Inventronics Ltd | 83.25% |
| Water Ways Technologies Inc | 97.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.237 |
| Beta (5Y) | 0.7988 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.07% |
| Historical Sharpe Ratio (5Y) | -0.0404 |
| Historical Sortino (5Y) | -0.0553 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.93% |