Valeo Pharma Inc (VPH.TO)
0.095
0.00 (0.00%)
CAD |
TSX |
May 24, 16:00
Valeo Pharma Max Drawdown (5Y): 95.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.09% |
March 31, 2024 | 91.91% |
February 29, 2024 | 91.91% |
January 31, 2024 | 91.91% |
December 31, 2023 | 91.91% |
November 30, 2023 | 91.91% |
October 31, 2023 | 91.91% |
September 30, 2023 | 86.99% |
August 31, 2023 | 84.68% |
July 31, 2023 | 80.35% |
June 30, 2023 | 80.35% |
May 31, 2023 | 76.59% |
April 30, 2023 | 75.00% |
March 31, 2023 | 75.00% |
February 28, 2023 | 75.00% |
January 31, 2023 | 75.00% |
December 31, 2022 | 75.00% |
November 30, 2022 | 75.00% |
October 31, 2022 | 75.00% |
September 30, 2022 | 75.00% |
August 31, 2022 | 75.00% |
July 31, 2022 | 75.00% |
June 30, 2022 | 75.00% |
May 31, 2022 | 75.00% |
April 30, 2022 | 75.00% |
Date | Value |
---|---|
March 31, 2022 | 75.00% |
February 28, 2022 | 75.00% |
January 31, 2022 | 75.00% |
December 31, 2021 | 75.00% |
November 30, 2021 | 75.00% |
October 31, 2021 | 75.00% |
September 30, 2021 | 75.00% |
August 31, 2021 | 75.00% |
July 31, 2021 | 75.00% |
June 30, 2021 | 75.00% |
May 31, 2021 | 75.00% |
April 30, 2021 | 75.00% |
March 31, 2021 | 75.00% |
February 28, 2021 | 75.00% |
January 31, 2021 | 75.00% |
December 31, 2020 | 75.00% |
November 30, 2020 | 75.00% |
October 31, 2020 | 75.00% |
September 30, 2020 | 75.00% |
August 31, 2020 | 75.00% |
July 31, 2020 | 75.00% |
June 30, 2020 | 75.00% |
May 31, 2020 | 75.00% |
April 30, 2020 | 75.00% |
March 31, 2020 | 75.00% |
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
32.65%
Minimum
May 2019
95.09%
Maximum
Apr 2024
76.04%
Average
75.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Biocure Technology Inc | 99.70% |
Core One Labs Inc | 99.78% |
Nova Mentis Life Science Corp | 99.28% |
Nanosphere Health Sciences Inc | 99.95% |
Lobe Sciences Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -52.36 |
Beta (5Y) | 2.593 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.1% |
Historical Sharpe Ratio (5Y) | -0.3087 |
Historical Sortino (5Y) | -0.8745 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.42% |