The Western Investment Company of Canada Ltd (WI.V)
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May 03, 16:00
Western Investment Company of Canada Max Drawdown (5Y): 88.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.50% |
March 31, 2024 | 88.50% |
February 29, 2024 | 88.50% |
January 31, 2024 | 88.50% |
December 31, 2023 | 88.50% |
November 30, 2023 | 88.50% |
October 31, 2023 | 88.50% |
September 30, 2023 | 88.50% |
August 31, 2023 | 88.50% |
July 31, 2023 | 88.50% |
June 30, 2023 | 88.50% |
May 31, 2023 | 88.50% |
April 30, 2023 | 88.50% |
March 31, 2023 | 88.50% |
February 28, 2023 | 88.50% |
January 31, 2023 | 88.50% |
December 31, 2022 | 88.50% |
November 30, 2022 | 88.50% |
October 31, 2022 | 88.50% |
September 30, 2022 | 88.50% |
August 31, 2022 | 88.50% |
July 31, 2022 | 88.50% |
June 30, 2022 | 88.50% |
May 31, 2022 | 88.50% |
April 30, 2022 | 88.50% |
Date | Value |
---|---|
March 31, 2022 | 88.50% |
February 28, 2022 | 88.50% |
January 31, 2022 | 88.50% |
December 31, 2021 | 88.50% |
November 30, 2021 | 88.50% |
October 31, 2021 | 88.50% |
September 30, 2021 | 88.50% |
August 31, 2021 | 88.50% |
July 31, 2021 | 88.50% |
June 30, 2021 | 88.50% |
May 31, 2021 | 88.50% |
April 30, 2021 | 88.50% |
March 31, 2021 | 88.50% |
February 28, 2021 | 88.50% |
January 31, 2021 | 88.50% |
December 31, 2020 | 88.50% |
November 30, 2020 | 88.50% |
October 31, 2020 | 88.50% |
September 30, 2020 | 88.50% |
August 31, 2020 | 88.50% |
July 31, 2020 | 88.50% |
June 30, 2020 | 88.50% |
May 31, 2020 | 88.50% |
April 30, 2020 | 88.50% |
March 31, 2020 | 80.00% |
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
69.50%
Minimum
May 2019
88.50%
Maximum
Apr 2020
85.44%
Average
88.50%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.077 |
Beta (5Y) | 0.7104 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.59% |
Historical Sharpe Ratio (5Y) | 0.0814 |
Historical Sortino (5Y) | 0.1506 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.95% |