Tecsys Inc (TCS.TO)
44.38
+0.10
(+0.23%)
CAD |
TSX |
Nov 22, 16:00
Tecsys Max Drawdown (5Y): 61.77% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 61.77% |
| August 31, 2024 | 61.77% |
| July 31, 2024 | 61.77% |
| June 30, 2024 | 61.77% |
| May 31, 2024 | 61.77% |
| April 30, 2024 | 61.77% |
| March 31, 2024 | 61.77% |
| February 29, 2024 | 61.77% |
| January 31, 2024 | 61.77% |
| December 31, 2023 | 61.77% |
| November 30, 2023 | 61.77% |
| October 31, 2023 | 61.77% |
| September 30, 2023 | 61.77% |
| August 31, 2023 | 61.73% |
| July 31, 2023 | 61.73% |
| June 30, 2023 | 61.73% |
| May 31, 2023 | 61.14% |
| April 30, 2023 | 61.14% |
| March 31, 2023 | 61.14% |
| February 28, 2023 | 61.14% |
| January 31, 2023 | 61.14% |
| December 31, 2022 | 60.89% |
| November 30, 2022 | 60.40% |
| October 31, 2022 | 60.40% |
| September 30, 2022 | 60.40% |
| Date | Value |
|---|---|
| August 31, 2022 | 60.40% |
| July 31, 2022 | 60.40% |
| June 30, 2022 | 60.40% |
| May 31, 2022 | 60.40% |
| April 30, 2022 | 60.40% |
| March 31, 2022 | 54.86% |
| February 28, 2022 | 46.94% |
| January 31, 2022 | 41.49% |
| December 31, 2021 | 41.49% |
| November 30, 2021 | 41.49% |
| October 31, 2021 | 41.49% |
| September 30, 2021 | 41.49% |
| August 31, 2021 | 41.49% |
| July 31, 2021 | 41.49% |
| June 30, 2021 | 41.49% |
| May 31, 2021 | 41.49% |
| April 30, 2021 | 41.49% |
| March 31, 2021 | 41.49% |
| February 28, 2021 | 41.49% |
| January 31, 2021 | 41.49% |
| December 31, 2020 | 41.49% |
| November 30, 2020 | 41.49% |
| October 31, 2020 | 41.49% |
| September 30, 2020 | 41.49% |
| August 31, 2020 | 41.49% |
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
41.49%
Minimum
Nov 2019
61.77%
Maximum
Sep 2023
51.87%
Average
60.40%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Windfall Geotek Inc | 98.11% |
| New World Solutions Inc | 99.80% |
| Nerds On Site Inc | 90.00% |
| XTM Inc | -- |
| Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.99 |
| Beta (5Y) | 0.5758 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.58% |
| Historical Sharpe Ratio (5Y) | 0.4221 |
| Historical Sortino (5Y) | 0.9335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.01% |