Till Capital Corp (TILCF)
1.340
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Till Capital Max Drawdown (5Y): 84.76% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 84.76% |
April 30, 2024 | 84.76% |
March 31, 2024 | 84.76% |
February 29, 2024 | 84.76% |
January 31, 2024 | 84.76% |
December 31, 2023 | 84.76% |
November 30, 2023 | 84.76% |
October 31, 2023 | 84.76% |
September 30, 2023 | 85.34% |
August 31, 2023 | 85.34% |
July 31, 2023 | 85.34% |
June 30, 2023 | 85.81% |
May 31, 2023 | 85.81% |
April 30, 2023 | 85.81% |
March 31, 2023 | 85.81% |
February 28, 2023 | 85.81% |
January 31, 2023 | 85.81% |
December 31, 2022 | 85.81% |
November 30, 2022 | 85.81% |
October 31, 2022 | 85.81% |
September 30, 2022 | 85.81% |
August 31, 2022 | 85.81% |
July 31, 2022 | 85.81% |
June 30, 2022 | 85.81% |
May 31, 2022 | 85.81% |
Date | Value |
---|---|
April 30, 2022 | 85.81% |
March 31, 2022 | 85.81% |
February 28, 2022 | 85.81% |
January 31, 2022 | 85.81% |
December 31, 2021 | 85.81% |
November 30, 2021 | 85.81% |
October 31, 2021 | 85.81% |
September 30, 2021 | 85.81% |
August 31, 2021 | 85.81% |
July 31, 2021 | 85.81% |
June 30, 2021 | 85.81% |
May 31, 2021 | 85.81% |
April 30, 2021 | 85.81% |
March 31, 2021 | 85.81% |
February 28, 2021 | 85.81% |
January 31, 2021 | 85.81% |
December 31, 2020 | 85.81% |
November 30, 2020 | 85.81% |
October 31, 2020 | 85.81% |
September 30, 2020 | 85.81% |
August 31, 2020 | 85.81% |
July 31, 2020 | 85.81% |
June 30, 2020 | 85.81% |
May 31, 2020 | 85.81% |
April 30, 2020 | 85.81% |
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
84.76%
Minimum
Oct 2023
85.81%
Maximum
Jun 2019
85.65%
Average
85.81%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Arch Capital Group Ltd | 53.84% |
Greenlight Capital Re Ltd | 83.00% |
Maiden Holdings Ltd | 97.58% |
Oxbridge Re Holdings Ltd | 88.59% |
Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 19.19 |
Beta (5Y) | -0.9293 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.45% |
Historical Sharpe Ratio (5Y) | 0.0917 |
Historical Sortino (5Y) | 0.2175 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.43% |