Trisura Group Ltd (TSU.TO)
45.30
+0.43
(+0.96%)
CAD |
TSX |
May 06, 16:00
45.30
0.00 (0.00%)
After-Hours: 16:15
Trisura Group Max Drawdown (5Y): 40.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.06% |
March 31, 2024 | 40.06% |
February 29, 2024 | 40.06% |
January 31, 2024 | 40.06% |
December 31, 2023 | 40.06% |
November 30, 2023 | 40.06% |
October 31, 2023 | 40.06% |
September 30, 2023 | 40.06% |
August 31, 2023 | 40.06% |
July 31, 2023 | 40.06% |
June 30, 2023 | 40.06% |
May 31, 2023 | 40.06% |
April 30, 2023 | 40.06% |
March 31, 2023 | 40.06% |
February 28, 2023 | 40.06% |
January 31, 2023 | 40.06% |
December 31, 2022 | 40.06% |
November 30, 2022 | 40.06% |
October 31, 2022 | 40.06% |
September 30, 2022 | 40.06% |
August 31, 2022 | 40.06% |
July 31, 2022 | 40.06% |
June 30, 2022 | 40.06% |
May 31, 2022 | 40.06% |
April 30, 2022 | 40.06% |
Date | Value |
---|---|
March 31, 2022 | 40.06% |
February 28, 2022 | 32.68% |
January 31, 2022 | 32.68% |
December 31, 2021 | 32.68% |
November 30, 2021 | 32.68% |
October 31, 2021 | 32.68% |
September 30, 2021 | 32.68% |
August 31, 2021 | 32.68% |
July 31, 2021 | 32.68% |
June 30, 2021 | 32.68% |
May 31, 2021 | 32.68% |
April 30, 2021 | 32.68% |
March 31, 2021 | 32.68% |
February 28, 2021 | 32.68% |
January 31, 2021 | 32.68% |
December 31, 2020 | 32.68% |
November 30, 2020 | 32.68% |
October 31, 2020 | 32.68% |
September 30, 2020 | 32.68% |
August 31, 2020 | 32.68% |
July 31, 2020 | 32.68% |
June 30, 2020 | 32.68% |
May 31, 2020 | 32.68% |
April 30, 2020 | 32.68% |
March 31, 2020 | 31.58% |
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
16.52%
Minimum
May 2019
40.06%
Maximum
Mar 2022
33.17%
Average
32.68%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Cypherpunk Holdings Inc | 86.11% |
Armada Mercantile Ltd | 96.71% |
New Frontier Ventures Inc | 99.64% |
Xtacy Therapeutics Corp | 98.16% |
Quinsam Capital Corp | 95.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 34.56 |
Beta (5Y) | 0.8643 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.44% |
Historical Sharpe Ratio (5Y) | 0.9133 |
Historical Sortino (5Y) | 1.800 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.57% |