Sernova Corp (SEOVF)
0.2462
-0.01
(-5.10%)
USD |
OTCM |
Jun 14, 16:00
Sernova Max Drawdown (5Y): 87.47% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 87.47% |
April 30, 2024 | 82.89% |
March 31, 2024 | 82.03% |
February 29, 2024 | 82.03% |
January 31, 2024 | 82.03% |
December 31, 2023 | 82.03% |
November 30, 2023 | 82.03% |
October 31, 2023 | 82.03% |
September 30, 2023 | 82.03% |
August 31, 2023 | 82.03% |
July 31, 2023 | 82.03% |
June 30, 2023 | 82.03% |
May 31, 2023 | 82.03% |
April 30, 2023 | 82.03% |
March 31, 2023 | 82.03% |
February 28, 2023 | 82.03% |
January 31, 2023 | 82.03% |
December 31, 2022 | 82.03% |
November 30, 2022 | 82.03% |
October 31, 2022 | 82.03% |
September 30, 2022 | 82.03% |
August 31, 2022 | 82.03% |
July 31, 2022 | 82.03% |
June 30, 2022 | 82.03% |
May 31, 2022 | 82.03% |
Date | Value |
---|---|
April 30, 2022 | 82.03% |
March 31, 2022 | 82.03% |
February 28, 2022 | 82.03% |
January 31, 2022 | 82.03% |
December 31, 2021 | 82.03% |
November 30, 2021 | 82.03% |
October 31, 2021 | 82.03% |
September 30, 2021 | 82.03% |
August 31, 2021 | 82.03% |
July 31, 2021 | 82.03% |
June 30, 2021 | 82.03% |
May 31, 2021 | 82.03% |
April 30, 2021 | 82.03% |
March 31, 2021 | 82.03% |
February 28, 2021 | 82.03% |
January 31, 2021 | 82.03% |
December 31, 2020 | 82.03% |
November 30, 2020 | 82.03% |
October 31, 2020 | 82.03% |
September 30, 2020 | 82.03% |
August 31, 2020 | 82.03% |
July 31, 2020 | 82.03% |
June 30, 2020 | 82.03% |
May 31, 2020 | 82.03% |
April 30, 2020 | 82.03% |
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
70.02%
Minimum
Jun 2019
87.47%
Maximum
May 2024
80.36%
Average
82.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Acasti Pharma Inc | 98.73% |
Aurinia Pharmaceuticals Inc | 87.58% |
Edesa Biotech Inc | 99.58% |
Lexaria Bioscience Corp | 98.90% |
InMed Pharmaceuticals Inc | 99.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.011 |
Beta (5Y) | 1.202 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 123.8% |
Historical Sharpe Ratio (5Y) | 0.0603 |
Historical Sortino (5Y) | 0.2529 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |