TMX Group Ltd (TMXXF)
32.06
0.00 (0.00%)
USD |
OTCM |
Sep 27, 16:00
TMX Group Max Drawdown (5Y): 32.54% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| 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% |
| Date | Value |
|---|---|
| July 31, 2022 | 32.54% |
| June 30, 2022 | 32.54% |
| May 31, 2022 | 32.54% |
| April 30, 2022 | 32.54% |
| March 31, 2022 | 32.54% |
| February 28, 2022 | 32.54% |
| January 31, 2022 | 32.54% |
| December 31, 2021 | 32.54% |
| November 30, 2021 | 32.54% |
| October 31, 2021 | 32.54% |
| September 30, 2021 | 32.54% |
| August 31, 2021 | 32.54% |
| July 31, 2021 | 32.54% |
| June 30, 2021 | 32.54% |
| May 31, 2021 | 32.54% |
| April 30, 2021 | 32.54% |
| March 31, 2021 | 32.54% |
| February 28, 2021 | 32.54% |
| January 31, 2021 | 50.53% |
| December 31, 2020 | 50.53% |
| November 30, 2020 | 50.53% |
| October 31, 2020 | 51.46% |
| September 30, 2020 | 51.46% |
| August 31, 2020 | 51.46% |
| July 31, 2020 | 51.46% |
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
32.54%
Minimum
Feb 2021
51.46%
Maximum
Sep 2019
37.85%
Average
32.54%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Metaverse Capital Corp | -- |
| Pineapple Financial Inc | -- |
| CME Group Inc | 37.34% |
| Morningstar Inc | 49.91% |
| Nasdaq Inc | 38.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.840 |
| Beta (5Y) | 0.5672 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.56% |
| Historical Sharpe Ratio (5Y) | 0.6946 |
| Historical Sortino (5Y) | 1.060 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.39% |