WELL Health Technologies Corp (WELL.TO)
3.81
-0.05
(-1.30%)
CAD |
TSX |
May 17, 16:00
WELL Health Technologies Max Drawdown (5Y): 71.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.51% |
| March 31, 2024 | 71.51% |
| February 29, 2024 | 71.51% |
| January 31, 2024 | 71.51% |
| December 31, 2023 | 71.51% |
| November 30, 2023 | 71.51% |
| October 31, 2023 | 71.51% |
| September 30, 2023 | 71.51% |
| August 31, 2023 | 71.51% |
| July 31, 2023 | 71.51% |
| June 30, 2023 | 71.51% |
| May 31, 2023 | 71.51% |
| April 30, 2023 | 71.51% |
| March 31, 2023 | 71.51% |
| February 28, 2023 | 71.51% |
| January 31, 2023 | 71.51% |
| December 31, 2022 | 71.51% |
| November 30, 2022 | 70.10% |
| October 31, 2022 | 70.10% |
| September 30, 2022 | 67.50% |
| August 31, 2022 | 67.17% |
| July 31, 2022 | 67.17% |
| June 30, 2022 | 66.74% |
| May 31, 2022 | 63.49% |
| April 30, 2022 | 58.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.50% |
| February 28, 2022 | 58.50% |
| January 31, 2022 | 58.50% |
| December 31, 2021 | 56.00% |
| November 30, 2021 | 56.00% |
| October 31, 2021 | 56.00% |
| September 30, 2021 | 56.00% |
| August 31, 2021 | 61.11% |
| July 31, 2021 | 61.11% |
| June 30, 2021 | 61.11% |
| May 31, 2021 | 61.11% |
| April 30, 2021 | 61.11% |
| March 31, 2021 | 61.11% |
| February 28, 2021 | 61.11% |
| January 31, 2021 | 61.11% |
| December 31, 2020 | 61.11% |
| November 30, 2020 | 61.11% |
| October 31, 2020 | 61.11% |
| September 30, 2020 | 61.11% |
| August 31, 2020 | 61.11% |
| July 31, 2020 | 61.11% |
| June 30, 2020 | 61.11% |
| May 31, 2020 | 61.11% |
| April 30, 2020 | 61.11% |
| March 31, 2020 | 61.11% |
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
56.00%
Minimum
Sep 2021
71.51%
Maximum
Dec 2022
64.28%
Average
61.11%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Healwell AI Inc | -- |
| Biocure Technology Inc | 99.70% |
| Core One Labs Inc | 99.78% |
| Nova Mentis Life Science Corp | 99.28% |
| Nanosphere Health Sciences Inc | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 30.33 |
| Beta (5Y) | 1.206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.42% |
| Historical Sharpe Ratio (5Y) | 0.5579 |
| Historical Sortino (5Y) | 1.680 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.59% |