Synex Renewable Energy Corp (SXI.TO)
1.66
-0.04
(-2.35%)
CAD |
TSX |
Nov 21, 16:00
Synex Renewable Energy Max Drawdown (5Y): 67.27% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 67.27% |
| August 31, 2024 | 67.27% |
| July 31, 2024 | 67.27% |
| June 30, 2024 | 67.27% |
| May 31, 2024 | 67.27% |
| April 30, 2024 | 67.27% |
| March 31, 2024 | 69.09% |
| February 29, 2024 | 69.09% |
| January 31, 2024 | 69.09% |
| December 31, 2023 | 69.09% |
| November 30, 2023 | 69.09% |
| October 31, 2023 | 69.09% |
| September 30, 2023 | 69.09% |
| August 31, 2023 | 69.09% |
| July 31, 2023 | 69.09% |
| June 30, 2023 | 69.09% |
| May 31, 2023 | 69.09% |
| April 30, 2023 | 69.09% |
| March 31, 2023 | 69.09% |
| February 28, 2023 | 69.09% |
| January 31, 2023 | 69.09% |
| December 31, 2022 | 69.09% |
| November 30, 2022 | 69.09% |
| October 31, 2022 | 69.09% |
| September 30, 2022 | 69.09% |
| Date | Value |
|---|---|
| August 31, 2022 | 69.09% |
| July 31, 2022 | 69.09% |
| June 30, 2022 | 69.09% |
| May 31, 2022 | 69.09% |
| April 30, 2022 | 69.09% |
| March 31, 2022 | 69.09% |
| February 28, 2022 | 69.09% |
| January 31, 2022 | 69.09% |
| December 31, 2021 | 69.09% |
| November 30, 2021 | 69.09% |
| October 31, 2021 | 69.09% |
| September 30, 2021 | 69.09% |
| August 31, 2021 | 69.09% |
| July 31, 2021 | 69.09% |
| June 30, 2021 | 69.09% |
| May 31, 2021 | 69.09% |
| April 30, 2021 | 69.09% |
| March 31, 2021 | 69.09% |
| February 28, 2021 | 69.09% |
| January 31, 2021 | 69.09% |
| December 31, 2020 | 69.09% |
| November 30, 2020 | 69.09% |
| October 31, 2020 | 69.09% |
| September 30, 2020 | 69.09% |
| August 31, 2020 | 69.09% |
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
67.27%
Minimum
Apr 2024
69.09%
Maximum
Nov 2019
68.91%
Average
69.09%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Berkley Renewables Inc | 0.00% |
| Boralex Inc | 51.44% |
| Innergex Renewable Energy Inc | 74.53% |
| Algonquin Power & Utilities Corp | 64.39% |
| Altius Renewable Royalties Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.26 |
| Beta (5Y) | 0.3107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.96% |
| Historical Sharpe Ratio (5Y) | -0.3292 |
| Historical Sortino (5Y) | -0.6563 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |