Reco International Group Inc (RGI.V)
0.025
0.00 (0.00%)
CAD |
TSXV |
Nov 21, 16:00
Reco International Group Max Drawdown (5Y): 95.24% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 95.24% |
| August 31, 2024 | 95.24% |
| July 31, 2024 | 95.24% |
| June 30, 2024 | 95.24% |
| May 31, 2024 | 95.24% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
87.53%
Average
81.82%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Aecon Group Inc | 58.57% |
| Badger Infrastructure Solutions Ltd | 61.09% |
| Urban Infrastructure Group Inc | -- |
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.73 |
| Beta (5Y) | 1.717 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 121.9% |
| Historical Sharpe Ratio (5Y) | -0.2833 |
| Historical Sortino (5Y) | -0.5954 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |