TVA Group Inc (TVAGF)
1.00
0.00 (0.00%)
USD |
OTCM |
Jun 17, 16:00
TVA Group Max Drawdown (5Y): 62.39% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 62.39% |
April 30, 2024 | 62.39% |
March 31, 2024 | 62.39% |
February 29, 2024 | 62.39% |
January 31, 2024 | 62.39% |
December 31, 2023 | 62.39% |
November 30, 2023 | 62.39% |
October 31, 2023 | 62.39% |
September 30, 2023 | 62.39% |
August 31, 2023 | 62.39% |
July 31, 2023 | 62.39% |
June 30, 2023 | 62.39% |
May 31, 2023 | 62.39% |
April 30, 2023 | 62.39% |
March 31, 2023 | 62.39% |
February 28, 2023 | 62.39% |
January 31, 2023 | 62.39% |
December 31, 2022 | 62.39% |
November 30, 2022 | 62.39% |
October 31, 2022 | 62.39% |
September 30, 2022 | 62.39% |
August 31, 2022 | 62.39% |
July 31, 2022 | 62.39% |
June 30, 2022 | 62.39% |
May 31, 2022 | 62.39% |
Date | Value |
---|---|
April 30, 2022 | 62.39% |
March 31, 2022 | 62.39% |
February 28, 2022 | 62.39% |
January 31, 2022 | 62.39% |
December 31, 2021 | 62.39% |
November 30, 2021 | 62.39% |
October 31, 2021 | 62.39% |
September 30, 2021 | 62.39% |
August 31, 2021 | 62.39% |
July 31, 2021 | 62.39% |
June 30, 2021 | 62.39% |
May 31, 2021 | 62.39% |
April 30, 2021 | 62.39% |
March 31, 2021 | 62.39% |
February 28, 2021 | 62.39% |
January 31, 2021 | 62.39% |
December 31, 2020 | 62.39% |
November 30, 2020 | 62.39% |
October 31, 2020 | 62.39% |
September 30, 2020 | 62.39% |
August 31, 2020 | 62.39% |
July 31, 2020 | 62.39% |
June 30, 2020 | 60.23% |
May 31, 2020 | 60.23% |
April 30, 2020 | 56.51% |
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
44.85%
Minimum
Jun 2019
62.39%
Maximum
Jul 2020
60.05%
Average
62.39%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
The Pegasus Companies Inc | 89.98% |
MediaCo Holding Inc | -- |
Liberty Latin America Ltd | 71.22% |
Imax Corp | 83.43% |
Lionsgate Studios Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.547 |
Beta (5Y) | 0.0022 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.55% |
Historical Sharpe Ratio (5Y) | -0.229 |
Historical Sortino (5Y) | -0.2941 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.01% |