XS Financial Inc (XSF.CX)
0.05
0.00 (0.00%)
CAD |
CNSX |
May 03, 16:00
XS Financial Max Drawdown (5Y): 96.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.00% |
March 31, 2024 | 96.00% |
February 29, 2024 | 96.00% |
January 31, 2024 | 96.00% |
December 31, 2023 | 96.00% |
November 30, 2023 | 96.00% |
October 31, 2023 | 96.00% |
September 30, 2023 | 96.00% |
August 31, 2023 | 96.00% |
July 31, 2023 | 96.00% |
June 30, 2023 | 93.00% |
May 31, 2023 | 92.00% |
April 30, 2023 | 92.00% |
March 31, 2023 | 92.00% |
February 28, 2023 | 92.00% |
January 31, 2023 | 92.00% |
December 31, 2022 | 92.00% |
November 30, 2022 | 89.00% |
October 31, 2022 | 88.89% |
September 30, 2022 | 88.89% |
August 31, 2022 | 88.89% |
July 31, 2022 | 88.89% |
June 30, 2022 | 94.44% |
May 31, 2022 | 94.44% |
April 30, 2022 | 94.44% |
Date | Value |
---|---|
March 31, 2022 | 96.55% |
February 28, 2022 | 96.55% |
January 31, 2022 | 96.55% |
December 31, 2021 | 96.55% |
November 30, 2021 | 96.55% |
October 31, 2021 | 96.55% |
September 30, 2021 | 96.55% |
August 31, 2021 | 97.06% |
July 31, 2021 | 97.06% |
June 30, 2021 | 97.06% |
May 31, 2021 | 97.06% |
April 30, 2021 | 97.50% |
March 31, 2021 | 98.33% |
February 28, 2021 | 98.33% |
January 31, 2021 | 98.33% |
December 31, 2020 | 98.33% |
November 30, 2020 | 99.17% |
October 31, 2020 | 99.17% |
September 30, 2020 | 99.46% |
August 31, 2020 | 99.46% |
July 31, 2020 | 99.46% |
June 30, 2020 | 99.46% |
May 31, 2020 | 99.46% |
April 30, 2020 | 99.46% |
March 31, 2020 | 99.46% |
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
88.89%
Minimum
Jul 2022
99.46%
Maximum
May 2019
96.28%
Average
96.55%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Galaxy Digital Holdings Ltd | 91.88% |
GRIID Infrastructure Inc | -- |
Starrex International Ltd | 95.58% |
Prophecy DeFi Inc | 99.42% |
Inverite Insights Inc | 93.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.04 |
Beta (5Y) | 1.493 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 133.8% |
Historical Sharpe Ratio (5Y) | -0.1243 |
Historical Sortino (5Y) | -0.3396 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |