Spin Master Corp (TOY.TO)
31.12
-0.17
(-0.54%)
CAD |
TSX |
Apr 25, 16:00
Spin Master Max Drawdown (5Y): 83.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 83.10% |
February 29, 2024 | 83.10% |
January 31, 2024 | 83.10% |
December 31, 2023 | 83.10% |
November 30, 2023 | 83.10% |
October 31, 2023 | 83.10% |
September 30, 2023 | 83.10% |
August 31, 2023 | 83.10% |
July 31, 2023 | 83.10% |
June 30, 2023 | 83.10% |
May 31, 2023 | 83.10% |
April 30, 2023 | 83.10% |
March 31, 2023 | 83.10% |
February 28, 2023 | 83.10% |
January 31, 2023 | 83.10% |
December 31, 2022 | 83.10% |
November 30, 2022 | 83.10% |
October 31, 2022 | 83.10% |
September 30, 2022 | 83.10% |
August 31, 2022 | 83.10% |
July 31, 2022 | 83.10% |
June 30, 2022 | 83.10% |
May 31, 2022 | 83.10% |
April 30, 2022 | 83.10% |
March 31, 2022 | 83.10% |
Date | Value |
---|---|
February 28, 2022 | 83.10% |
January 31, 2022 | 83.10% |
December 31, 2021 | 83.10% |
November 30, 2021 | 83.10% |
October 31, 2021 | 83.10% |
September 30, 2021 | 83.10% |
August 31, 2021 | 83.10% |
July 31, 2021 | 83.10% |
June 30, 2021 | 83.10% |
May 31, 2021 | 83.10% |
April 30, 2021 | 83.10% |
March 31, 2021 | 83.10% |
February 28, 2021 | 83.10% |
January 31, 2021 | 83.10% |
December 31, 2020 | 83.10% |
November 30, 2020 | 83.10% |
October 31, 2020 | 83.10% |
September 30, 2020 | 83.10% |
August 31, 2020 | 83.10% |
July 31, 2020 | 83.10% |
June 30, 2020 | 83.10% |
May 31, 2020 | 83.10% |
April 30, 2020 | 83.10% |
March 31, 2020 | 83.10% |
February 29, 2020 | 49.51% |
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
40.62%
Minimum
Apr 2019
83.10%
Maximum
Mar 2020
75.57%
Average
83.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pool Safe Inc | 92.59% |
SWMBRD Sports Inc | -- |
Linamar Corp | 70.80% |
Dorel Industries Inc | 94.43% |
Aether Catalyst Solutions Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.73 |
Beta (5Y) | 1.851 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.79% |
Historical Sharpe Ratio (5Y) | -0.0657 |
Historical Sortino (5Y) | -0.0885 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.65% |