Reco International Group Inc (RGI.V)
0.01
0.00 (0.00%)
CAD |
TSXV |
May 21, 16:00
Reco International Group Max Drawdown (5Y): 95.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.24% |
March 31, 2024 | 95.24% |
February 29, 2024 | 95.24% |
January 31, 2024 | 95.24% |
December 31, 2023 | 95.24% |
November 30, 2023 | 95.24% |
October 31, 2023 | 95.24% |
September 30, 2023 | 95.24% |
August 31, 2023 | 95.24% |
July 31, 2023 | 95.24% |
June 30, 2023 | 95.24% |
May 31, 2023 | 95.24% |
April 30, 2023 | 95.24% |
March 31, 2023 | 95.24% |
February 28, 2023 | 95.24% |
January 31, 2023 | 95.24% |
December 31, 2022 | 95.24% |
November 30, 2022 | 95.24% |
October 31, 2022 | 95.24% |
September 30, 2022 | 95.24% |
August 31, 2022 | 95.24% |
July 31, 2022 | 80.95% |
June 30, 2022 | 80.95% |
May 31, 2022 | 80.95% |
April 30, 2022 | 80.95% |
Date | Value |
---|---|
March 31, 2022 | 80.95% |
February 28, 2022 | 80.95% |
January 31, 2022 | 80.95% |
December 31, 2021 | 80.95% |
November 30, 2021 | 80.95% |
October 31, 2021 | 80.95% |
September 30, 2021 | 80.95% |
August 31, 2021 | 80.95% |
July 31, 2021 | 80.95% |
June 30, 2021 | 80.95% |
May 31, 2021 | 81.82% |
April 30, 2021 | 81.82% |
March 31, 2021 | 81.82% |
February 28, 2021 | 81.82% |
January 31, 2021 | 81.82% |
December 31, 2020 | 81.82% |
November 30, 2020 | 81.82% |
October 31, 2020 | 81.82% |
September 30, 2020 | 81.82% |
August 31, 2020 | 81.82% |
July 31, 2020 | 81.82% |
June 30, 2020 | 81.82% |
May 31, 2020 | 81.82% |
April 30, 2020 | 81.82% |
March 31, 2020 | 81.82% |
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
80.95%
Minimum
Jun 2021
95.24%
Maximum
Aug 2022
86.31%
Average
81.82%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Aecon Group Inc | 58.57% |
Badger Infrastructure Solutions Ltd | 61.09% |
Bactech Environmental Corp | 96.43% |
Beyond Medical Technologies Inc | 99.62% |
Sharc International Systems Inc | 98.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -40.49 |
Beta (5Y) | 2.042 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 115.7% |
Historical Sharpe Ratio (5Y) | -0.227 |
Historical Sortino (5Y) | -0.4801 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.50% |