Exco Technologies Ltd (XTC.TO)
7.90
+0.25
(+3.27%)
CAD |
TSX |
May 09, 16:00
Exco Technologies Max Drawdown (5Y): 69.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.28% |
March 31, 2024 | 69.28% |
February 29, 2024 | 69.28% |
January 31, 2024 | 69.28% |
December 31, 2023 | 69.28% |
November 30, 2023 | 69.28% |
October 31, 2023 | 69.28% |
September 30, 2023 | 69.28% |
August 31, 2023 | 69.28% |
July 31, 2023 | 69.28% |
June 30, 2023 | 69.28% |
May 31, 2023 | 69.28% |
April 30, 2023 | 69.28% |
March 31, 2023 | 69.28% |
February 28, 2023 | 69.28% |
January 31, 2023 | 69.28% |
December 31, 2022 | 69.28% |
November 30, 2022 | 69.28% |
October 31, 2022 | 69.28% |
September 30, 2022 | 69.28% |
August 31, 2022 | 69.28% |
July 31, 2022 | 69.28% |
June 30, 2022 | 69.28% |
May 31, 2022 | 69.28% |
April 30, 2022 | 69.28% |
Date | Value |
---|---|
March 31, 2022 | 69.28% |
February 28, 2022 | 69.28% |
January 31, 2022 | 69.28% |
December 31, 2021 | 69.28% |
November 30, 2021 | 69.28% |
October 31, 2021 | 69.28% |
September 30, 2021 | 69.28% |
August 31, 2021 | 69.28% |
July 31, 2021 | 69.28% |
June 30, 2021 | 69.28% |
May 31, 2021 | 69.28% |
April 30, 2021 | 69.28% |
March 31, 2021 | 69.28% |
February 28, 2021 | 69.28% |
January 31, 2021 | 69.28% |
December 31, 2020 | 69.28% |
November 30, 2020 | 69.28% |
October 31, 2020 | 69.28% |
September 30, 2020 | 69.28% |
August 31, 2020 | 69.28% |
July 31, 2020 | 69.28% |
June 30, 2020 | 69.28% |
May 31, 2020 | 69.28% |
April 30, 2020 | 69.28% |
March 31, 2020 | 69.28% |
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
49.24%
Minimum
May 2019
69.28%
Maximum
Mar 2020
66.78%
Average
69.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Rocky Mountain Liquor Inc | 96.43% |
PlantX Life Inc | 100.00% |
Emerge Commerce Ltd | -- |
Nextech3d AI Corp | -- |
Green River Gold Corp | 65.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.81 |
Beta (5Y) | 1.152 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.10% |
Historical Sharpe Ratio (5Y) | -0.1025 |
Historical Sortino (5Y) | -0.1559 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.26% |