Spectra Products Inc (SSA.V)
0.22
+0.01
(+4.76%)
CAD |
TSXV |
Nov 22, 13:55
Spectra Products Max Drawdown (5Y): 66.67% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 66.67% |
| August 31, 2024 | 66.67% |
| July 31, 2024 | 66.67% |
| June 30, 2024 | 66.67% |
| May 31, 2024 | 66.67% |
| April 30, 2024 | 66.67% |
| March 31, 2024 | 66.67% |
| February 29, 2024 | 66.67% |
| January 31, 2024 | 66.67% |
| December 31, 2023 | 66.67% |
| November 30, 2023 | 66.67% |
| October 31, 2023 | 66.67% |
| September 30, 2023 | 66.67% |
| August 31, 2023 | 66.67% |
| July 31, 2023 | 66.67% |
| June 30, 2023 | 66.67% |
| May 31, 2023 | 66.67% |
| April 30, 2023 | 66.67% |
| March 31, 2023 | 66.67% |
| February 28, 2023 | 66.67% |
| January 31, 2023 | 66.67% |
| December 31, 2022 | 66.67% |
| November 30, 2022 | 66.67% |
| October 31, 2022 | 66.67% |
| September 30, 2022 | 66.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 66.67% |
| July 31, 2022 | 66.67% |
| June 30, 2022 | 66.67% |
| May 31, 2022 | 66.67% |
| April 30, 2022 | 71.43% |
| March 31, 2022 | 85.71% |
| February 28, 2022 | 85.71% |
| January 31, 2022 | 85.71% |
| December 31, 2021 | 85.71% |
| November 30, 2021 | 85.71% |
| October 31, 2021 | 85.71% |
| September 30, 2021 | 85.71% |
| August 31, 2021 | 85.71% |
| July 31, 2021 | 85.71% |
| June 30, 2021 | 85.71% |
| May 31, 2021 | 85.71% |
| April 30, 2021 | 85.71% |
| March 31, 2021 | 85.71% |
| February 28, 2021 | 85.71% |
| January 31, 2021 | 85.71% |
| December 31, 2020 | 85.71% |
| November 30, 2020 | 85.71% |
| October 31, 2020 | 85.71% |
| September 30, 2020 | 85.71% |
| August 31, 2020 | 85.71% |
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
66.67%
Minimum
May 2022
87.50%
Maximum
Nov 2019
76.32%
Average
71.43%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Aether Catalyst Solutions Inc | 93.33% |
| Hypercharge Networks Corp | -- |
| Linamar Corp | 70.80% |
| Westport Fuel Systems Inc | 96.13% |
| SWMBRD Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.12 |
| Beta (5Y) | 0.0011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.84% |
| Historical Sharpe Ratio (5Y) | -0.2657 |
| Historical Sortino (5Y) | -0.4262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.00% |