Tree Island Steel Ltd (TSL.TO)
3.17
-0.03
(-0.94%)
CAD |
TSX |
May 02, 16:00
Tree Island Steel Max Drawdown (5Y): 80.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.49% |
March 31, 2024 | 80.49% |
February 29, 2024 | 80.49% |
January 31, 2024 | 80.49% |
December 31, 2023 | 80.49% |
November 30, 2023 | 80.49% |
October 31, 2023 | 80.49% |
September 30, 2023 | 80.49% |
August 31, 2023 | 80.49% |
July 31, 2023 | 80.49% |
June 30, 2023 | 80.49% |
May 31, 2023 | 80.49% |
April 30, 2023 | 80.49% |
March 31, 2023 | 80.49% |
February 28, 2023 | 80.49% |
January 31, 2023 | 80.49% |
December 31, 2022 | 80.49% |
November 30, 2022 | 80.49% |
October 31, 2022 | 80.49% |
September 30, 2022 | 80.49% |
August 31, 2022 | 80.49% |
July 31, 2022 | 80.49% |
June 30, 2022 | 80.49% |
May 31, 2022 | 80.49% |
April 30, 2022 | 80.49% |
Date | Value |
---|---|
March 31, 2022 | 80.49% |
February 28, 2022 | 80.49% |
January 31, 2022 | 80.49% |
December 31, 2021 | 80.49% |
November 30, 2021 | 80.49% |
October 31, 2021 | 80.49% |
September 30, 2021 | 80.49% |
August 31, 2021 | 80.49% |
July 31, 2021 | 80.49% |
June 30, 2021 | 80.49% |
May 31, 2021 | 80.49% |
April 30, 2021 | 80.49% |
March 31, 2021 | 80.49% |
February 28, 2021 | 80.49% |
January 31, 2021 | 80.49% |
December 31, 2020 | 80.49% |
November 30, 2020 | 80.49% |
October 31, 2020 | 80.49% |
September 30, 2020 | 80.49% |
August 31, 2020 | 80.49% |
July 31, 2020 | 80.49% |
June 30, 2020 | 80.49% |
May 31, 2020 | 80.49% |
April 30, 2020 | 80.49% |
March 31, 2020 | 80.49% |
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
68.75%
Minimum
May 2019
80.49%
Maximum
Mar 2020
78.82%
Average
80.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AAPKI Ventures Inc | 99.92% |
Nexco Resources Inc | 97.40% |
Spey Resources Corp | 99.17% |
MegaWatt Lithium and Battery Metals Corp | -- |
Mongoose Mining Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.642 |
Beta (5Y) | 1.070 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.60% |
Historical Sharpe Ratio (5Y) | 0.4109 |
Historical Sortino (5Y) | 0.8381 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.04% |