The Westaim Corp (WEDXF)
3.02
-0.02
(-0.66%)
USD |
OTCM |
May 31, 16:00
Westaim Max Drawdown (5Y): 62.08% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 62.08% |
| April 30, 2024 | 62.08% |
| March 31, 2024 | 62.08% |
| February 29, 2024 | 62.08% |
| January 31, 2024 | 62.08% |
| December 31, 2023 | 62.08% |
| November 30, 2023 | 62.08% |
| October 31, 2023 | 62.08% |
| September 30, 2023 | 62.08% |
| August 31, 2023 | 62.08% |
| July 31, 2023 | 62.08% |
| June 30, 2023 | 62.08% |
| May 31, 2023 | 62.08% |
| April 30, 2023 | 62.08% |
| March 31, 2023 | 62.08% |
| February 28, 2023 | 62.08% |
| January 31, 2023 | 62.08% |
| December 31, 2022 | 62.08% |
| November 30, 2022 | 62.08% |
| October 31, 2022 | 62.08% |
| September 30, 2022 | 62.08% |
| August 31, 2022 | 62.08% |
| July 31, 2022 | 62.08% |
| June 30, 2022 | 62.08% |
| May 31, 2022 | 62.08% |
| Date | Value |
|---|---|
| April 30, 2022 | 94.15% |
| March 31, 2022 | 94.17% |
| February 28, 2022 | 94.43% |
| January 31, 2022 | 94.43% |
| December 31, 2021 | 95.15% |
| November 30, 2021 | 95.15% |
| October 31, 2021 | 95.15% |
| September 30, 2021 | 95.42% |
| August 31, 2021 | 95.42% |
| July 31, 2021 | 95.42% |
| June 30, 2021 | 95.42% |
| May 31, 2021 | 95.42% |
| April 30, 2021 | 95.45% |
| March 31, 2021 | 95.45% |
| February 28, 2021 | 95.45% |
| January 31, 2021 | 95.45% |
| December 31, 2020 | 95.45% |
| November 30, 2020 | 96.04% |
| October 31, 2020 | 96.04% |
| September 30, 2020 | 96.04% |
| August 31, 2020 | 96.04% |
| July 31, 2020 | 96.04% |
| June 30, 2020 | 96.04% |
| May 31, 2020 | 96.04% |
| April 30, 2020 | 96.04% |
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
62.08%
Minimum
May 2022
96.04%
Maximum
Jun 2019
81.63%
Average
95.15%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 56.84% |
| Capital Southwest Corp | 61.24% |
| Rand Capital Corp | 56.29% |
| Cohen & Co Inc | 89.93% |
| Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2073 |
| Beta (5Y) | 0.5245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.59% |
| Historical Sharpe Ratio (5Y) | 0.2359 |
| Historical Sortino (5Y) | 0.3199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.55% |