TerraVest Industries Inc (TVK.TO)

114.71 -2.53 (-2.16%) CAD  |  TSX  |  Dec 20, 16:00
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TerraVest Industries Max Drawdown (5Y): 41.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Headwater Exploration Inc 37.14%
Enerflex Ltd 76.26%
Shoal Point Energy Ltd 97.62%
Bird River Resources Inc 98.94%
James Bay Resources Ltd 91.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 49.51
Beta (5Y) 0.6891
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.60%
Historical Sharpe Ratio (5Y) 1.726
Historical Sortino (5Y) 3.027
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.92%