Supremex Inc (SXP.TO)
4.00
-0.06
(-1.48%)
CAD |
TSX |
May 03, 16:00
Supremex Max Drawdown (5Y): 75.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.10% |
March 31, 2024 | 75.10% |
February 29, 2024 | 75.10% |
January 31, 2024 | 75.10% |
December 31, 2023 | 75.10% |
November 30, 2023 | 75.10% |
October 31, 2023 | 75.10% |
September 30, 2023 | 75.10% |
August 31, 2023 | 75.10% |
July 31, 2023 | 75.10% |
June 30, 2023 | 75.10% |
May 31, 2023 | 75.10% |
April 30, 2023 | 75.10% |
March 31, 2023 | 75.10% |
February 28, 2023 | 75.10% |
January 31, 2023 | 75.10% |
December 31, 2022 | 75.10% |
November 30, 2022 | 75.10% |
October 31, 2022 | 75.10% |
September 30, 2022 | 75.10% |
August 31, 2022 | 75.10% |
July 31, 2022 | 75.10% |
June 30, 2022 | 75.10% |
May 31, 2022 | 75.10% |
April 30, 2022 | 75.10% |
Date | Value |
---|---|
March 31, 2022 | 75.10% |
February 28, 2022 | 75.10% |
January 31, 2022 | 75.10% |
December 31, 2021 | 75.10% |
November 30, 2021 | 75.10% |
October 31, 2021 | 75.10% |
September 30, 2021 | 75.10% |
August 31, 2021 | 75.10% |
July 31, 2021 | 75.10% |
June 30, 2021 | 75.10% |
May 31, 2021 | 75.10% |
April 30, 2021 | 75.10% |
March 31, 2021 | 75.10% |
February 28, 2021 | 75.10% |
January 31, 2021 | 75.10% |
December 31, 2020 | 75.10% |
November 30, 2020 | 75.10% |
October 31, 2020 | 75.10% |
September 30, 2020 | 75.10% |
August 31, 2020 | 75.10% |
July 31, 2020 | 75.10% |
June 30, 2020 | 74.43% |
May 31, 2020 | 71.73% |
April 30, 2020 | 71.73% |
March 31, 2020 | 71.73% |
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
57.89%
Minimum
May 2019
75.10%
Maximum
Jul 2020
72.05%
Average
75.10%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Green River Gold Corp | 65.00% |
Peekaboo Beans Inc | 98.64% |
Aether Catalyst Solutions Inc | 93.33% |
PlantX Life Inc | 100.00% |
Nextech3d AI Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.811 |
Beta (5Y) | 1.364 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.17% |
Historical Sharpe Ratio (5Y) | 0.1515 |
Historical Sortino (5Y) | 0.2551 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.94% |