Sienna Senior Living Inc (SIA.TO)
13.07
-0.04
(-0.31%)
CAD |
TSX |
Apr 25, 12:29
Sienna Senior Living Max Drawdown (5Y): 53.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 53.17% |
| February 29, 2024 | 53.17% |
| January 31, 2024 | 53.17% |
| December 31, 2023 | 53.17% |
| November 30, 2023 | 53.17% |
| October 31, 2023 | 53.17% |
| September 30, 2023 | 53.17% |
| August 31, 2023 | 53.17% |
| July 31, 2023 | 53.17% |
| June 30, 2023 | 53.17% |
| May 31, 2023 | 53.17% |
| April 30, 2023 | 53.17% |
| March 31, 2023 | 53.17% |
| February 28, 2023 | 53.17% |
| January 31, 2023 | 53.17% |
| December 31, 2022 | 53.17% |
| November 30, 2022 | 53.17% |
| October 31, 2022 | 53.17% |
| September 30, 2022 | 53.17% |
| August 31, 2022 | 53.17% |
| July 31, 2022 | 53.17% |
| June 30, 2022 | 53.17% |
| May 31, 2022 | 53.17% |
| April 30, 2022 | 53.17% |
| March 31, 2022 | 53.17% |
| Date | Value |
|---|---|
| February 28, 2022 | 53.17% |
| January 31, 2022 | 53.17% |
| December 31, 2021 | 53.17% |
| November 30, 2021 | 53.17% |
| October 31, 2021 | 53.17% |
| September 30, 2021 | 53.17% |
| August 31, 2021 | 53.17% |
| July 31, 2021 | 53.17% |
| June 30, 2021 | 53.17% |
| May 31, 2021 | 53.17% |
| April 30, 2021 | 53.17% |
| March 31, 2021 | 53.17% |
| February 28, 2021 | 53.17% |
| January 31, 2021 | 53.17% |
| December 31, 2020 | 53.17% |
| November 30, 2020 | 53.17% |
| October 31, 2020 | 53.17% |
| September 30, 2020 | 53.17% |
| August 31, 2020 | 53.17% |
| July 31, 2020 | 53.17% |
| June 30, 2020 | 52.99% |
| May 31, 2020 | 52.47% |
| April 30, 2020 | 52.47% |
| March 31, 2020 | 52.47% |
| February 29, 2020 | 18.28% |
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
18.28%
Minimum
Apr 2019
53.17%
Maximum
Jul 2020
46.74%
Average
53.17%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Extendicare Inc | 46.28% |
| Medical Facilities Corp | 87.22% |
| Empower Clinics Inc | 99.87% |
| NexgenRx Inc | 57.14% |
| Dentalcorp Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.86 |
| Beta (5Y) | 1.176 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.50% |
| Historical Sharpe Ratio (5Y) | -0.0716 |
| Historical Sortino (5Y) | -0.0778 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.37% |