Superior Plus Corp (SPB.TO)
6.13
-0.02
(-0.33%)
CAD |
TSX |
Nov 22, 16:00
Superior Plus Max Drawdown (5Y): 53.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.84% |
| September 30, 2024 | 53.84% |
| August 31, 2024 | 53.84% |
| July 31, 2024 | 53.84% |
| June 30, 2024 | 53.84% |
| May 31, 2024 | 53.84% |
| April 30, 2024 | 53.84% |
| March 31, 2024 | 53.84% |
| February 29, 2024 | 53.84% |
| January 31, 2024 | 53.84% |
| December 31, 2023 | 53.84% |
| November 30, 2023 | 53.84% |
| October 31, 2023 | 53.84% |
| September 30, 2023 | 53.84% |
| August 31, 2023 | 53.84% |
| July 31, 2023 | 53.84% |
| June 30, 2023 | 53.84% |
| May 31, 2023 | 53.84% |
| April 30, 2023 | 53.84% |
| March 31, 2023 | 53.84% |
| February 28, 2023 | 53.84% |
| January 31, 2023 | 53.84% |
| December 31, 2022 | 53.84% |
| November 30, 2022 | 53.84% |
| October 31, 2022 | 53.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.84% |
| August 31, 2022 | 53.84% |
| July 31, 2022 | 53.84% |
| June 30, 2022 | 53.84% |
| May 31, 2022 | 53.84% |
| April 30, 2022 | 53.84% |
| March 31, 2022 | 53.84% |
| February 28, 2022 | 53.84% |
| January 31, 2022 | 53.84% |
| December 31, 2021 | 53.84% |
| November 30, 2021 | 53.84% |
| October 31, 2021 | 53.84% |
| September 30, 2021 | 53.84% |
| August 31, 2021 | 53.84% |
| July 31, 2021 | 53.84% |
| June 30, 2021 | 53.84% |
| May 31, 2021 | 53.84% |
| April 30, 2021 | 53.84% |
| March 31, 2021 | 53.84% |
| February 28, 2021 | 53.84% |
| January 31, 2021 | 53.84% |
| December 31, 2020 | 53.84% |
| November 30, 2020 | 53.84% |
| October 31, 2020 | 53.84% |
| September 30, 2020 | 53.84% |
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
38.84%
Minimum
Nov 2019
53.84%
Maximum
Mar 2020
52.84%
Average
53.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CF Energy Corp | 82.37% |
| ONEnergy Inc | 98.67% |
| EverGen Infrastructure Corp | -- |
| Berkley Renewables Inc | 0.00% |
| TransAlta Corp | 50.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.40 |
| Beta (5Y) | 0.7488 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.84% |
| Historical Sharpe Ratio (5Y) | -0.2711 |
| Historical Sortino (5Y) | -0.3679 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.96% |