SBD Capital Corp (SBD.CX)
0.055
0.00 (0.00%)
CAD |
CNSX |
Nov 04, 16:00
SBD Capital Max Drawdown (5Y): 99.39% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.39% |
August 31, 2024 | 99.39% |
July 31, 2024 | 99.39% |
June 30, 2024 | 99.39% |
May 31, 2024 | 99.39% |
April 30, 2024 | 99.39% |
March 31, 2024 | 99.39% |
February 29, 2024 | 99.39% |
January 31, 2024 | 99.39% |
December 31, 2023 | 99.39% |
November 30, 2023 | 99.39% |
October 31, 2023 | 99.03% |
September 30, 2023 | 98.86% |
August 31, 2023 | 98.79% |
July 31, 2023 | 98.79% |
June 30, 2023 | 98.79% |
May 31, 2023 | 98.71% |
April 30, 2023 | 98.71% |
March 31, 2023 | 98.64% |
February 28, 2023 | 98.64% |
January 31, 2023 | 98.64% |
December 31, 2022 | 98.18% |
November 30, 2022 | 98.18% |
October 31, 2022 | 98.18% |
September 30, 2022 | 98.18% |
Date | Value |
---|---|
August 31, 2022 | 98.18% |
July 31, 2022 | 98.18% |
June 30, 2022 | 98.18% |
May 31, 2022 | 98.18% |
April 30, 2022 | 97.27% |
March 31, 2022 | 96.36% |
February 28, 2022 | 96.36% |
January 31, 2022 | 96.36% |
December 31, 2021 | 96.36% |
November 30, 2021 | 96.36% |
October 31, 2021 | 96.36% |
September 30, 2021 | 96.36% |
August 31, 2021 | 96.36% |
July 31, 2021 | 96.36% |
June 30, 2021 | 96.36% |
May 31, 2021 | 96.36% |
April 30, 2021 | 96.36% |
March 31, 2021 | 96.36% |
February 28, 2021 | 96.36% |
January 31, 2021 | 96.36% |
December 31, 2020 | 96.36% |
November 30, 2020 | 96.36% |
October 31, 2020 | 96.36% |
September 30, 2020 | 96.36% |
August 31, 2020 | 96.36% |
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
89.09%
Minimum
Nov 2019
99.39%
Maximum
Nov 2023
97.10%
Average
97.27%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -57.17 |
Beta (5Y) | 0.109 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 221.4% |
Historical Sharpe Ratio (5Y) | -0.2538 |
Historical Sortino (5Y) | -0.9543 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.62% |