New Frontier Ventures Inc (VFI.X.CX)
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Nov 01, 16:00
New Frontier Ventures Max Drawdown (5Y): 99.64% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.64% |
| August 31, 2024 | 99.64% |
| July 31, 2024 | 99.64% |
| June 30, 2024 | 99.64% |
| May 31, 2024 | 99.64% |
| April 30, 2024 | 99.64% |
| March 31, 2024 | 99.64% |
| February 29, 2024 | 99.64% |
| January 31, 2024 | 99.64% |
| December 31, 2023 | 98.43% |
| November 30, 2023 | 98.43% |
| October 31, 2023 | 98.43% |
| September 30, 2023 | 98.43% |
| August 31, 2023 | 98.43% |
| July 31, 2023 | 98.43% |
| June 30, 2023 | 98.43% |
| May 31, 2023 | 98.43% |
| April 30, 2023 | 98.43% |
| March 31, 2023 | 98.43% |
| February 28, 2023 | 98.43% |
| January 31, 2023 | 98.43% |
| December 31, 2022 | 98.43% |
| November 30, 2022 | 98.43% |
| October 31, 2022 | 98.43% |
| September 30, 2022 | 96.43% |
| Date | Value |
|---|---|
| August 31, 2022 | 96.43% |
| July 31, 2022 | 96.43% |
| June 30, 2022 | 96.43% |
| May 31, 2022 | 96.43% |
| April 30, 2022 | 96.43% |
| March 31, 2022 | 96.43% |
| February 28, 2022 | 96.43% |
| January 31, 2022 | 96.43% |
| December 31, 2021 | 96.43% |
| November 30, 2021 | 96.43% |
| October 31, 2021 | 96.43% |
| September 30, 2021 | 96.43% |
| August 31, 2021 | 96.43% |
| July 31, 2021 | 96.43% |
| June 30, 2021 | 96.43% |
| May 31, 2021 | 96.43% |
| April 30, 2021 | 96.43% |
| March 31, 2021 | 96.43% |
| February 28, 2021 | 96.43% |
| January 31, 2021 | 96.43% |
| December 31, 2020 | 96.43% |
| November 30, 2020 | 96.43% |
| October 31, 2020 | 96.43% |
| September 30, 2020 | 96.43% |
| August 31, 2020 | 96.43% |
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
96.43%
Minimum
Jan 2020
99.64%
Maximum
Jan 2024
97.51%
Average
96.43%
Median
Jan 2020
Max Drawdown (5Y) Benchmarks
| GoldMoney Inc | 81.16% |
| Pinetree Capital Ltd | 93.16% |
| Canaccord Genuity Group Inc | 59.90% |
| Spirit Blockchain Capital Inc | -- |
| Birchtree Investments Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.10 |
| Beta (5Y) | 0.3695 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 228.6% |
| Historical Sharpe Ratio (5Y) | -0.1305 |
| Historical Sortino (5Y) | -0.3975 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |