Canadian Nexus Team Ventures Corp (TEAM.CX)
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Nov 21, 16:00
Canadian Nexus Team Ventures Max Drawdown (5Y): 97.92% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.92% |
| August 31, 2024 | 97.92% |
| July 31, 2024 | 97.92% |
| June 30, 2024 | 97.92% |
| May 31, 2024 | 97.92% |
| April 30, 2024 | 97.92% |
| March 31, 2024 | 97.92% |
| February 29, 2024 | 97.92% |
| January 31, 2024 | 97.92% |
| December 31, 2023 | 97.92% |
| November 30, 2023 | 97.92% |
| October 31, 2023 | 97.92% |
| September 30, 2023 | 97.92% |
| August 31, 2023 | 97.92% |
| July 31, 2023 | 97.92% |
| June 30, 2023 | 97.92% |
| May 31, 2023 | 97.92% |
| April 30, 2023 | 97.92% |
| March 31, 2023 | 97.92% |
| February 28, 2023 | 97.92% |
| January 31, 2023 | 97.92% |
| December 31, 2022 | 97.92% |
| November 30, 2022 | 97.92% |
| October 31, 2022 | 97.92% |
| September 30, 2022 | 97.92% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.08% |
| July 31, 2022 | 96.25% |
| June 30, 2022 | 96.32% |
| May 31, 2022 | 97.14% |
| April 30, 2022 | 97.38% |
| March 31, 2022 | 97.38% |
| February 28, 2022 | 97.92% |
| January 31, 2022 | 98.12% |
| December 31, 2021 | 98.12% |
| November 30, 2021 | 98.12% |
| October 31, 2021 | 98.58% |
| September 30, 2021 | 98.96% |
| August 31, 2021 | 99.05% |
| July 31, 2021 | 99.05% |
| June 30, 2021 | 99.05% |
| May 31, 2021 | 99.05% |
| April 30, 2021 | 99.05% |
| March 31, 2021 | 99.05% |
| February 28, 2021 | 99.05% |
| January 31, 2021 | 99.33% |
| December 31, 2020 | 99.34% |
| November 30, 2020 | 99.46% |
| October 31, 2020 | 99.49% |
| September 30, 2020 | 99.62% |
| August 31, 2020 | 99.62% |
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
96.25%
Minimum
Jul 2022
99.87%
Maximum
Nov 2019
98.45%
Average
97.92%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Quinsam Capital Corp | 95.36% |
| MedBright AI Investments Inc | 96.30% |
| ThreeD Capital Inc | 99.56% |
| Grand Peak Capital Corp | 99.23% |
| Planet Ventures Inc | 97.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.26 |
| Beta (5Y) | 0.8860 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.2% |
| Historical Sharpe Ratio (5Y) | -0.2941 |
| Historical Sortino (5Y) | -0.6413 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |