Starrex International Ltd (STX.CX)
0.12
0.00 (0.00%)
CAD |
CNSX |
Apr 26, 16:00
Starrex International Max Drawdown (5Y): 95.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 95.58% |
February 29, 2024 | 95.58% |
January 31, 2024 | 95.58% |
December 31, 2023 | 95.58% |
November 30, 2023 | 91.15% |
October 31, 2023 | 80.00% |
September 30, 2023 | 80.00% |
August 31, 2023 | 80.00% |
July 31, 2023 | 80.00% |
June 30, 2023 | 80.00% |
May 31, 2023 | 80.00% |
April 30, 2023 | 80.00% |
March 31, 2023 | 80.00% |
February 28, 2023 | 80.00% |
January 31, 2023 | 80.00% |
December 31, 2022 | 80.00% |
November 30, 2022 | 80.00% |
October 31, 2022 | 80.00% |
September 30, 2022 | 80.00% |
August 31, 2022 | 80.00% |
July 31, 2022 | 80.00% |
June 30, 2022 | 80.00% |
May 31, 2022 | 80.00% |
April 30, 2022 | 80.00% |
March 31, 2022 | 80.00% |
Date | Value |
---|---|
February 28, 2022 | 80.00% |
January 31, 2022 | 80.00% |
December 31, 2021 | 80.00% |
November 30, 2021 | 80.00% |
October 31, 2021 | 80.00% |
September 30, 2021 | 80.00% |
August 31, 2021 | 80.00% |
July 31, 2021 | 80.00% |
June 30, 2021 | 80.00% |
May 31, 2021 | 80.00% |
April 30, 2021 | 80.00% |
March 31, 2021 | 80.00% |
February 28, 2021 | 80.00% |
January 31, 2021 | 80.00% |
December 31, 2020 | 80.00% |
November 30, 2020 | 80.00% |
October 31, 2020 | 80.00% |
September 30, 2020 | 80.00% |
August 31, 2020 | 80.00% |
July 31, 2020 | 80.00% |
June 30, 2020 | 80.00% |
May 31, 2020 | 80.00% |
April 30, 2020 | 80.00% |
March 31, 2020 | 80.00% |
February 29, 2020 | 77.27% |
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
77.27%
Minimum
Apr 2019
95.58%
Maximum
Dec 2023
80.72%
Average
80.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First National Financial Corp | 53.66% |
MCAN Financial Group | 37.80% |
Firm Capital Mortgage Investment Corp | 49.62% |
Dominion Lending Centres Inc | 90.34% |
Builders Capital Mortgage Corp | 28.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.20 |
Beta (5Y) | 0.6608 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.37% |
Historical Sharpe Ratio (5Y) | -0.3873 |
Historical Sortino (5Y) | -0.6721 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |