StorageVault Canada Inc (SVI.TO)
3.84
-0.07
(-1.79%)
CAD |
TSX |
Nov 15, 16:00
StorageVault Canada Max Drawdown (5Y): 45.72% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 45.72% |
| August 31, 2024 | 45.72% |
| July 31, 2024 | 45.72% |
| June 30, 2024 | 45.72% |
| May 31, 2024 | 45.72% |
| April 30, 2024 | 45.72% |
| March 31, 2024 | 45.72% |
| February 29, 2024 | 45.72% |
| January 31, 2024 | 45.72% |
| December 31, 2023 | 45.72% |
| November 30, 2023 | 45.72% |
| October 31, 2023 | 45.72% |
| September 30, 2023 | 40.82% |
| August 31, 2023 | 40.82% |
| July 31, 2023 | 40.82% |
| June 30, 2023 | 40.82% |
| May 31, 2023 | 40.82% |
| April 30, 2023 | 40.82% |
| March 31, 2023 | 40.82% |
| February 28, 2023 | 40.82% |
| January 31, 2023 | 40.82% |
| December 31, 2022 | 40.82% |
| November 30, 2022 | 40.82% |
| October 31, 2022 | 40.82% |
| September 30, 2022 | 40.82% |
| Date | Value |
|---|---|
| August 31, 2022 | 40.82% |
| July 31, 2022 | 40.82% |
| June 30, 2022 | 40.82% |
| May 31, 2022 | 40.82% |
| April 30, 2022 | 40.82% |
| March 31, 2022 | 40.82% |
| February 28, 2022 | 40.82% |
| January 31, 2022 | 40.82% |
| December 31, 2021 | 40.82% |
| November 30, 2021 | 40.82% |
| October 31, 2021 | 40.82% |
| September 30, 2021 | 40.82% |
| August 31, 2021 | 40.82% |
| July 31, 2021 | 40.82% |
| June 30, 2021 | 40.82% |
| May 31, 2021 | 40.82% |
| April 30, 2021 | 40.82% |
| March 31, 2021 | 40.82% |
| February 28, 2021 | 40.82% |
| January 31, 2021 | 40.82% |
| December 31, 2020 | 40.82% |
| November 30, 2020 | 40.82% |
| October 31, 2020 | 40.82% |
| September 30, 2020 | 40.82% |
| August 31, 2020 | 40.82% |
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
33.33%
Minimum
Nov 2019
45.72%
Maximum
Oct 2023
41.31%
Average
40.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.088 |
| Beta (5Y) | 0.9312 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.97% |
| Historical Sharpe Ratio (5Y) | 0.2466 |
| Historical Sortino (5Y) | 0.3575 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.55% |