TMX Group Ltd. (TMXXF)
36.29
-0.35
(-0.96%)
USD |
OTCM |
Oct 08, 16:00
TMX Group Max Drawdown (5Y) : 23.23% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 23.23% |
| August 31, 2026 | 23.23% |
| July 31, 2026 | 23.23% |
| June 30, 2026 | 23.23% |
| May 31, 2026 | 22.06% |
| April 30, 2026 | 22.06% |
| March 31, 2026 | 22.06% |
| February 28, 2026 | 22.06% |
| January 31, 2026 | 17.44% |
| December 31, 2025 | 17.44% |
| November 30, 2025 | 24.46% |
| October 31, 2025 | 24.46% |
| September 30, 2025 | 24.46% |
| August 31, 2025 | 24.46% |
| July 31, 2025 | 24.46% |
| June 30, 2025 | 24.46% |
| May 31, 2025 | 24.46% |
| April 30, 2025 | 24.46% |
| March 31, 2025 | 24.46% |
| February 28, 2025 | 32.54% |
| January 31, 2025 | 32.54% |
| December 31, 2024 | 32.54% |
| November 30, 2024 | 32.54% |
| October 31, 2024 | 32.54% |
| September 30, 2024 | 32.54% |
| Date | Value |
|---|---|
| August 31, 2024 | 32.54% |
| July 31, 2024 | 32.54% |
| June 30, 2024 | 32.54% |
| May 31, 2024 | 32.54% |
| April 30, 2024 | 32.54% |
| March 31, 2024 | 32.54% |
| February 29, 2024 | 32.54% |
| January 31, 2024 | 32.54% |
| December 31, 2023 | 32.54% |
| November 30, 2023 | 32.54% |
| October 31, 2023 | 32.54% |
| September 30, 2023 | 32.54% |
| August 31, 2023 | 32.54% |
| July 31, 2023 | 32.54% |
| June 30, 2023 | 32.54% |
| May 31, 2023 | 32.54% |
| April 30, 2023 | 32.54% |
| March 31, 2023 | 32.54% |
| February 28, 2023 | 32.54% |
| January 31, 2023 | 32.54% |
| December 31, 2022 | 32.54% |
| November 30, 2022 | 32.54% |
| October 31, 2022 | 32.54% |
| September 30, 2022 | 32.54% |
| August 31, 2022 | 32.54% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| FactSet Research Systems, Inc. | 61.13% |
| MSCI, Inc. | 43.74% |
| Bakkt, Inc. | 99.41% |
| MarketWise, Inc. | 96.43% |
| Valereum Plc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.605 |
| Beta (5Y) | 0.3410 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.20% |
| Historical Sharpe Ratio (5Y) | 0.5218 |
| Historical Sortino (5Y) | 0.9019 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.86% |