Trisura Group Ltd (TRRSF)
31.41
-0.04
(-0.12%)
USD |
OTCM |
Sep 27, 16:00
Trisura Group Max Drawdown (5Y): 45.50% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 45.50% |
July 31, 2024 | 45.50% |
June 30, 2024 | 45.50% |
May 31, 2024 | 45.50% |
April 30, 2024 | 45.50% |
March 31, 2024 | 45.50% |
February 29, 2024 | 45.50% |
January 31, 2024 | 45.50% |
December 31, 2023 | 45.50% |
November 30, 2023 | 45.50% |
October 31, 2023 | 45.50% |
September 30, 2023 | 43.74% |
August 31, 2023 | 43.74% |
July 31, 2023 | 43.74% |
June 30, 2023 | 43.74% |
May 31, 2023 | 43.74% |
April 30, 2023 | 42.77% |
March 31, 2023 | 42.33% |
February 28, 2023 | 42.31% |
January 31, 2023 | 42.31% |
December 31, 2022 | 42.31% |
November 30, 2022 | 42.31% |
October 31, 2022 | 42.31% |
September 30, 2022 | 42.31% |
August 31, 2022 | 41.47% |
Date | Value |
---|---|
July 31, 2022 | 41.47% |
June 30, 2022 | 41.47% |
May 31, 2022 | 41.47% |
April 30, 2022 | 41.47% |
March 31, 2022 | 41.47% |
February 28, 2022 | 37.17% |
January 31, 2022 | 37.17% |
December 31, 2021 | 37.17% |
November 30, 2021 | 37.17% |
October 31, 2021 | 37.17% |
September 30, 2021 | 37.17% |
August 31, 2021 | 37.17% |
July 31, 2021 | 37.17% |
June 30, 2021 | 37.17% |
May 31, 2021 | 37.17% |
April 30, 2021 | 37.17% |
March 31, 2021 | 37.17% |
February 28, 2021 | 37.17% |
January 31, 2021 | 37.17% |
December 31, 2020 | 37.17% |
November 30, 2020 | 37.17% |
October 31, 2020 | 37.17% |
September 30, 2020 | 37.17% |
August 31, 2020 | 37.17% |
July 31, 2020 | 37.17% |
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
18.02%
Minimum
Sep 2019
45.50%
Maximum
Oct 2023
38.41%
Average
39.32%
Median
Max Drawdown (5Y) Benchmarks
Erie Indemnity Co | 49.12% |
Fundamental Global Inc | 91.07% |
Root Inc | -- |
Enact Holdings Inc | -- |
Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.24 |
Beta (5Y) | 1.102 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.41% |
Historical Sharpe Ratio (5Y) | 0.8496 |
Historical Sortino (5Y) | 1.637 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.15% |