TVA Group Inc (TVA.B.TO)
1.44
-0.11
(-7.10%)
CAD |
TSX |
May 17, 16:00
TVA Group Max Drawdown (5Y): 80.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.47% |
March 31, 2024 | 80.47% |
February 29, 2024 | 80.47% |
January 31, 2024 | 80.47% |
December 31, 2023 | 80.47% |
November 30, 2023 | 80.47% |
October 31, 2023 | 81.88% |
September 30, 2023 | 83.99% |
August 31, 2023 | 83.99% |
July 31, 2023 | 83.99% |
June 30, 2023 | 83.99% |
May 31, 2023 | 83.99% |
April 30, 2023 | 83.99% |
March 31, 2023 | 83.99% |
February 28, 2023 | 83.99% |
January 31, 2023 | 83.99% |
December 31, 2022 | 83.99% |
November 30, 2022 | 83.99% |
October 31, 2022 | 83.99% |
September 30, 2022 | 83.99% |
August 31, 2022 | 83.99% |
July 31, 2022 | 83.99% |
June 30, 2022 | 83.99% |
May 31, 2022 | 83.99% |
April 30, 2022 | 83.99% |
Date | Value |
---|---|
March 31, 2022 | 83.99% |
February 28, 2022 | 83.99% |
January 31, 2022 | 83.99% |
December 31, 2021 | 83.99% |
November 30, 2021 | 83.99% |
October 31, 2021 | 83.99% |
September 30, 2021 | 83.99% |
August 31, 2021 | 83.99% |
July 31, 2021 | 83.99% |
June 30, 2021 | 83.99% |
May 31, 2021 | 83.99% |
April 30, 2021 | 83.99% |
March 31, 2021 | 83.99% |
February 28, 2021 | 83.99% |
January 31, 2021 | 83.99% |
December 31, 2020 | 83.99% |
November 30, 2020 | 83.99% |
October 31, 2020 | 83.99% |
September 30, 2020 | 83.99% |
August 31, 2020 | 83.99% |
July 31, 2020 | 83.99% |
June 30, 2020 | 83.99% |
May 31, 2020 | 83.99% |
April 30, 2020 | 83.99% |
March 31, 2020 | 83.99% |
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
80.47%
Minimum
Nov 2023
83.99%
Maximum
May 2019
83.60%
Average
83.99%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Rift Valley Resources Corp | 87.50% |
Quebecor Inc | 30.07% |
Advantex Marketing International Inc | -- |
Tower One Wireless Corp | 94.12% |
Adamant Holding Inc | 97.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.78 |
Beta (5Y) | 0.5988 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.29% |
Historical Sharpe Ratio (5Y) | -0.1315 |
Historical Sortino (5Y) | -0.286 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.45% |