XP Power Ltd (XPPLF)
12.75
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
XP Power Max Drawdown (5Y): 84.42% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.42% |
| February 29, 2024 | 84.42% |
| January 31, 2024 | 84.42% |
| December 31, 2023 | 84.42% |
| November 30, 2023 | 84.42% |
| October 31, 2023 | 84.42% |
| September 30, 2023 | 77.83% |
| August 31, 2023 | 77.83% |
| July 31, 2023 | 77.83% |
| June 30, 2023 | 77.83% |
| May 31, 2023 | 77.83% |
| April 30, 2023 | 77.83% |
| March 31, 2023 | 77.83% |
| February 28, 2023 | 77.83% |
| January 31, 2023 | 77.83% |
| December 31, 2022 | 77.83% |
| November 30, 2022 | 77.83% |
| October 31, 2022 | 77.83% |
| September 30, 2022 | 73.90% |
| August 31, 2022 | 69.87% |
| July 31, 2022 | 52.72% |
| June 30, 2022 | 52.72% |
| May 31, 2022 | 50.70% |
| April 30, 2022 | 50.70% |
| March 31, 2022 | 50.70% |
| Date | Value |
|---|---|
| February 28, 2022 | 50.70% |
| January 31, 2022 | 50.70% |
| December 31, 2021 | 50.70% |
| November 30, 2021 | 50.70% |
| October 31, 2021 | 50.70% |
| September 30, 2021 | 50.70% |
| August 31, 2021 | 50.70% |
| July 31, 2021 | 50.70% |
| June 30, 2021 | 50.70% |
| May 31, 2021 | 50.70% |
| April 30, 2021 | 50.70% |
| March 31, 2021 | 50.70% |
| February 28, 2021 | 50.70% |
| January 31, 2021 | 50.70% |
| December 31, 2020 | 50.70% |
| November 30, 2020 | 50.70% |
| October 31, 2020 | 50.70% |
| September 30, 2020 | 50.70% |
| August 31, 2020 | 50.70% |
| July 31, 2020 | 50.70% |
| June 30, 2020 | 50.70% |
| May 31, 2020 | 50.70% |
| April 30, 2020 | 50.70% |
| March 31, 2020 | 50.70% |
| February 29, 2020 | 44.43% |
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
44.43%
Minimum
Apr 2019
84.42%
Maximum
Oct 2023
59.12%
Average
50.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.94 |
| Beta (5Y) | 1.528 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.59% |
| Historical Sharpe Ratio (5Y) | -0.1948 |
| Historical Sortino (5Y) | -0.2434 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.54% |