TMX Group Ltd (X.TO)
43.52
+0.03
(+0.07%)
CAD |
TSX |
Nov 01, 16:00
TMX Group Max Drawdown (5Y): 28.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 28.93% |
| September 30, 2024 | 28.93% |
| August 31, 2024 | 28.93% |
| July 31, 2024 | 28.93% |
| June 30, 2024 | 28.93% |
| May 31, 2024 | 28.93% |
| April 30, 2024 | 28.93% |
| March 31, 2024 | 28.93% |
| February 29, 2024 | 28.93% |
| January 31, 2024 | 28.93% |
| December 31, 2023 | 28.93% |
| November 30, 2023 | 28.93% |
| October 31, 2023 | 28.93% |
| September 30, 2023 | 28.93% |
| August 31, 2023 | 28.93% |
| July 31, 2023 | 28.93% |
| June 30, 2023 | 28.93% |
| May 31, 2023 | 28.93% |
| April 30, 2023 | 28.93% |
| March 31, 2023 | 28.93% |
| February 28, 2023 | 28.93% |
| January 31, 2023 | 28.93% |
| December 31, 2022 | 28.93% |
| November 30, 2022 | 28.93% |
| October 31, 2022 | 28.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 28.93% |
| August 31, 2022 | 28.93% |
| July 31, 2022 | 28.93% |
| June 30, 2022 | 28.93% |
| May 31, 2022 | 28.93% |
| April 30, 2022 | 28.93% |
| March 31, 2022 | 28.93% |
| February 28, 2022 | 28.93% |
| January 31, 2022 | 28.93% |
| December 31, 2021 | 28.93% |
| November 30, 2021 | 28.93% |
| October 31, 2021 | 28.93% |
| September 30, 2021 | 28.93% |
| August 31, 2021 | 28.93% |
| July 31, 2021 | 28.93% |
| June 30, 2021 | 28.93% |
| May 31, 2021 | 28.93% |
| April 30, 2021 | 28.93% |
| March 31, 2021 | 28.93% |
| February 28, 2021 | 28.93% |
| January 31, 2021 | 28.93% |
| December 31, 2020 | 28.93% |
| November 30, 2020 | 37.58% |
| October 31, 2020 | 37.58% |
| September 30, 2020 | 41.57% |
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
28.93%
Minimum
Dec 2020
41.57%
Maximum
Nov 2019
31.53%
Average
28.93%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Ord Mountain Resources Corp | -- |
| Armada Mercantile Ltd | 90.79% |
| New Frontier Ventures Inc | 99.64% |
| Quinsam Capital Corp | 95.36% |
| MedBright AI Investments Inc | 96.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.836 |
| Beta (5Y) | 0.4373 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.57% |
| Historical Sharpe Ratio (5Y) | 0.7875 |
| Historical Sortino (5Y) | 1.386 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.55% |