EarthLabs Inc (SPOT.V)
0.25
+0.03
(+13.64%)
CAD |
TSXV |
Apr 26, 15:52
EarthLabs Max Drawdown (5Y): 89.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 89.80% |
February 29, 2024 | 89.80% |
January 31, 2024 | 88.78% |
December 31, 2023 | 88.78% |
November 30, 2023 | 88.78% |
October 31, 2023 | 88.78% |
September 30, 2023 | 88.44% |
August 31, 2023 | 86.72% |
July 31, 2023 | 86.72% |
June 30, 2023 | 86.72% |
May 31, 2023 | 86.72% |
April 30, 2023 | 86.72% |
March 31, 2023 | 86.72% |
February 28, 2023 | 86.72% |
January 31, 2023 | 86.72% |
December 31, 2022 | 86.72% |
November 30, 2022 | 86.72% |
October 31, 2022 | 86.72% |
September 30, 2022 | 86.72% |
August 31, 2022 | 86.72% |
July 31, 2022 | 86.72% |
June 30, 2022 | 86.72% |
May 31, 2022 | 86.72% |
April 30, 2022 | 86.72% |
March 31, 2022 | 86.72% |
Date | Value |
---|---|
February 28, 2022 | 86.72% |
January 31, 2022 | 86.72% |
December 31, 2021 | 86.72% |
November 30, 2021 | 86.72% |
October 31, 2021 | 86.72% |
September 30, 2021 | 86.72% |
August 31, 2021 | 86.72% |
July 31, 2021 | 86.72% |
June 30, 2021 | 86.72% |
May 31, 2021 | 86.72% |
April 30, 2021 | 86.72% |
March 31, 2021 | 86.72% |
February 28, 2021 | 86.72% |
January 31, 2021 | 86.72% |
December 31, 2020 | 86.72% |
November 30, 2020 | 86.72% |
October 31, 2020 | 86.72% |
September 30, 2020 | 86.72% |
August 31, 2020 | 86.72% |
July 31, 2020 | 86.72% |
June 30, 2020 | 86.72% |
May 31, 2020 | 86.72% |
April 30, 2020 | 86.72% |
March 31, 2020 | 86.72% |
February 29, 2020 | 86.72% |
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
59.38%
Minimum
Apr 2019
89.80%
Maximum
Feb 2024
85.07%
Average
86.72%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Quisitive Technology Solutions Inc | 87.56% |
XTM Inc | -- |
DataMetrex AI Ltd | 97.87% |
ATW Tech Inc | 97.92% |
Voxtur Analytics Corp | 95.55% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.24 |
Beta (5Y) | 2.111 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.88% |
Historical Sharpe Ratio (5Y) | -0.1321 |
Historical Sortino (5Y) | -0.2942 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.08% |