SBD Capital Corp (SBD.CX)
0.105
0.00 (0.00%)
CAD |
CNSX |
May 03, 16:00
SBD Capital Max Drawdown (5Y): 99.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 96.36% |
| June 30, 2020 | 96.36% |
| May 31, 2020 | 96.36% |
| April 30, 2020 | 96.36% |
| March 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
May 2019
99.39%
Maximum
Nov 2023
96.11%
Average
96.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.95 |
| Beta (5Y) | 0.279 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 225.7% |
| Historical Sharpe Ratio (5Y) | -0.1507 |
| Historical Sortino (5Y) | -0.5852 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.86% |