Tempus Capital Inc (TEMP.CX)
0.08
0.00 (0.00%)
CAD |
CNSX |
Nov 01, 16:00
Tempus Capital Max Drawdown (5Y): 98.12% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 98.12% |
August 31, 2024 | 98.12% |
July 31, 2024 | 98.12% |
June 30, 2024 | 98.12% |
May 31, 2024 | 98.12% |
April 30, 2024 | 98.12% |
March 31, 2024 | 81.15% |
February 29, 2024 | 81.15% |
January 31, 2024 | 81.15% |
December 31, 2023 | 81.15% |
November 30, 2023 | 79.27% |
October 31, 2023 | 78.57% |
September 30, 2023 | 78.57% |
August 31, 2023 | 78.57% |
July 31, 2023 | 78.57% |
June 30, 2023 | 78.57% |
May 31, 2023 | 78.57% |
April 30, 2023 | 78.57% |
March 31, 2023 | 78.57% |
February 28, 2023 | 78.57% |
January 31, 2023 | 78.57% |
December 31, 2022 | 78.57% |
November 30, 2022 | 78.57% |
October 31, 2022 | 78.57% |
September 30, 2022 | 78.57% |
Date | Value |
---|---|
August 31, 2022 | 78.57% |
July 31, 2022 | 78.57% |
June 30, 2022 | 78.57% |
May 31, 2022 | 78.57% |
April 30, 2022 | 78.57% |
March 31, 2022 | 78.57% |
February 28, 2022 | 78.57% |
January 31, 2022 | 78.57% |
December 31, 2021 | 78.57% |
November 30, 2021 | 78.57% |
October 31, 2021 | 78.57% |
September 30, 2021 | 78.57% |
August 31, 2021 | 78.57% |
July 31, 2021 | 78.57% |
June 30, 2021 | 78.57% |
May 31, 2021 | 78.57% |
April 30, 2021 | 78.57% |
March 31, 2021 | 78.57% |
February 28, 2021 | 78.57% |
January 31, 2021 | 78.57% |
December 31, 2020 | 78.57% |
November 30, 2020 | 78.57% |
October 31, 2020 | 78.57% |
September 30, 2020 | 78.57% |
August 31, 2020 | 78.57% |
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
71.43%
Minimum
Nov 2019
98.12%
Maximum
Apr 2024
80.26%
Average
78.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Mainstreet Equity Corp | 54.52% |
DREAM Unlimited Corp | 65.01% |
Becker Milk Co Ltd | 20.47% |
Emergia Inc | 96.55% |
Nova Net Lease REIT | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.344 |
Beta (5Y) | 0.1268 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 152.2% |
Historical Sharpe Ratio (5Y) | 0.0359 |
Historical Sortino (5Y) | 0.1182 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.78% |