Valdor Technology International Inc (VTI.CX)
0.04
+0.01
(+33.33%)
CAD |
CNSX |
Apr 25, 13:20
Valdor Technology International Max Drawdown (5Y): 98.50% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Evertz Technologies Ltd | 38.43% |
| Sangoma Technologies Corp | 90.80% |
| Nuran Wireless Inc | 97.88% |
| Metamaterial Exchangeco Inc | 99.99% |
| Critical Infrastructure Technologies Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.673 |
| Beta (5Y) | 1.489 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 176.2% |
| Historical Sharpe Ratio (5Y) | 0.1666 |
| Historical Sortino (5Y) | 0.6053 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.10% |