Brompton Split Banc Corp (SBC.TO)
8.93
+0.13
(+1.48%)
CAD |
TSX |
Apr 18, 16:00
Brompton Split Banc Max Drawdown (5Y): 66.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 66.77% |
February 29, 2024 | 66.77% |
January 31, 2024 | 66.77% |
December 31, 2023 | 66.77% |
November 30, 2023 | 66.77% |
October 31, 2023 | 66.77% |
September 30, 2023 | 66.77% |
August 31, 2023 | 66.77% |
July 31, 2023 | 66.77% |
June 30, 2023 | 66.77% |
May 31, 2023 | 66.77% |
April 30, 2023 | 66.77% |
March 31, 2023 | 66.77% |
February 28, 2023 | 66.77% |
January 31, 2023 | 66.77% |
December 31, 2022 | 66.77% |
November 30, 2022 | 66.77% |
October 31, 2022 | 66.77% |
September 30, 2022 | 66.77% |
August 31, 2022 | 66.77% |
July 31, 2022 | 66.77% |
June 30, 2022 | 66.77% |
May 31, 2022 | 66.77% |
April 30, 2022 | 66.77% |
March 31, 2022 | 66.77% |
Date | Value |
---|---|
February 28, 2022 | 66.77% |
January 31, 2022 | 66.77% |
December 31, 2021 | 66.77% |
November 30, 2021 | 66.77% |
October 31, 2021 | 66.77% |
September 30, 2021 | 66.77% |
August 31, 2021 | 66.77% |
July 31, 2021 | 66.77% |
June 30, 2021 | 66.77% |
May 31, 2021 | 66.77% |
April 30, 2021 | 66.77% |
March 31, 2021 | 66.77% |
February 28, 2021 | 66.77% |
January 31, 2021 | 66.77% |
December 31, 2020 | 66.77% |
November 30, 2020 | 66.77% |
October 31, 2020 | 66.77% |
September 30, 2020 | 66.77% |
August 31, 2020 | 66.77% |
July 31, 2020 | 66.77% |
June 30, 2020 | 66.77% |
May 31, 2020 | 66.77% |
April 30, 2020 | 66.77% |
March 31, 2020 | 66.77% |
February 29, 2020 | 32.12% |
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
32.12%
Minimum
Apr 2019
66.77%
Maximum
Mar 2020
60.42%
Average
66.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brompton Lifeco Split Corp | 79.72% |
Life & Banc Split Corp | 34.48% |
Polaris Northstar Capital Corp | 99.98% |
SOL Global Investments Corp | 99.52% |
Eat & Beyond Global Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.854 |
Beta (5Y) | 1.642 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.65% |
Historical Sharpe Ratio (5Y) | 0.21 |
Historical Sortino (5Y) | 0.2321 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.69% |