TVA Group Inc (TVA.B.TO)
1.05
+0.04
(+3.96%)
CAD |
TSX |
Nov 14, 16:00
TVA Group Max Drawdown (5Y): 80.47% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 80.47% |
| August 31, 2024 | 80.47% |
| July 31, 2024 | 80.47% |
| June 30, 2024 | 80.47% |
| May 31, 2024 | 80.47% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
83.30%
Average
83.99%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Rift Valley Resources Corp | 87.50% |
| Advantex Marketing International Inc | -- |
| Tower One Wireless Corp | 97.50% |
| New Wave Holdings Corp | 99.96% |
| Legible Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.51 |
| Beta (5Y) | 0.6563 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.13% |
| Historical Sharpe Ratio (5Y) | -0.1738 |
| Historical Sortino (5Y) | -0.3765 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.31% |