Tecsys Inc (TCYSF)
27.31
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Tecsys Max Drawdown (5Y): 61.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.98% |
| March 31, 2024 | 61.98% |
| February 29, 2024 | 61.98% |
| January 31, 2024 | 61.98% |
| December 31, 2023 | 61.98% |
| November 30, 2023 | 61.98% |
| October 31, 2023 | 61.98% |
| September 30, 2023 | 61.98% |
| August 31, 2023 | 61.98% |
| July 31, 2023 | 61.98% |
| June 30, 2023 | 61.98% |
| May 31, 2023 | 61.98% |
| April 30, 2023 | 61.98% |
| March 31, 2023 | 60.14% |
| February 28, 2023 | 60.14% |
| January 31, 2023 | 60.11% |
| December 31, 2022 | 60.11% |
| November 30, 2022 | 60.11% |
| October 31, 2022 | 60.11% |
| September 30, 2022 | 60.11% |
| August 31, 2022 | 60.11% |
| July 31, 2022 | 60.11% |
| June 30, 2022 | 60.11% |
| May 31, 2022 | 60.11% |
| April 30, 2022 | 60.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.37% |
| February 28, 2022 | 45.68% |
| January 31, 2022 | 39.14% |
| December 31, 2021 | 39.01% |
| November 30, 2021 | 39.01% |
| October 31, 2021 | 39.01% |
| September 30, 2021 | 39.01% |
| August 31, 2021 | 39.01% |
| July 31, 2021 | 39.01% |
| June 30, 2021 | 39.01% |
| May 31, 2021 | 39.01% |
| April 30, 2021 | 39.01% |
| March 31, 2021 | 39.01% |
| February 28, 2021 | 39.01% |
| January 31, 2021 | 39.01% |
| December 31, 2020 | 39.01% |
| November 30, 2020 | 39.01% |
| October 31, 2020 | 39.01% |
| September 30, 2020 | 39.01% |
| August 31, 2020 | 39.01% |
| July 31, 2020 | 39.01% |
| June 30, 2020 | 39.01% |
| May 31, 2020 | 39.01% |
| April 30, 2020 | 39.01% |
| March 31, 2020 | 39.01% |
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
36.22%
Minimum
May 2019
61.98%
Maximum
Apr 2023
48.10%
Average
39.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Destiny Media Technologies Inc | 84.29% |
| Shopify Inc | 84.82% |
| Ehave Inc | 100.00% |
| Versus Systems Inc | 99.96% |
| LeddarTech Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.66 |
| Beta (5Y) | 0.8402 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.86% |
| Historical Sharpe Ratio (5Y) | 0.3938 |
| Historical Sortino (5Y) | 0.7756 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.80% |