Stack Capital Group, Inc. (STCK.TO)
18.21
-0.09
(-0.49%)
CAD |
TSX |
Aug 28, 16:00
Stack Capital Group Max Drawdown (5Y) : 53.12% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 53.12% |
| June 30, 2026 | 53.12% |
| May 31, 2026 | 53.12% |
| April 30, 2026 | 53.12% |
| March 31, 2026 | 53.12% |
| February 28, 2026 | 53.12% |
| January 31, 2026 | 53.12% |
| Date | Value |
|---|---|
| December 31, 2025 | 53.12% |
| November 30, 2025 | 53.12% |
| October 31, 2025 | 53.12% |
| September 30, 2025 | 53.12% |
| August 31, 2025 | 53.12% |
| July 31, 2025 | 53.12% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Alaris Equity Partners Income Trust | 29.80% |
| ThreeD Capital, Inc. | 97.79% |
| Grand Peak Capital Corp. | 98.72% |
| Olive Resource Capital, Inc. | 88.89% |
| Helios Fairfax Partners Corp. | 84.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.47 |
| Beta (5Y) | 0.4975 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.59% |
| Historical Sharpe Ratio (5Y) | 0.1646 |
| Historical Sortino (5Y) | 0.2729 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.19% |