Yellow Pages Ltd (Y.TO)
10.12
+0.07
(+0.70%)
CAD |
TSX |
Nov 01, 16:00
Yellow Pages Max Drawdown (5Y): 69.44% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 69.44% |
| August 31, 2024 | 69.44% |
| July 31, 2024 | 69.44% |
| June 30, 2024 | 69.44% |
| May 31, 2024 | 69.44% |
| April 30, 2024 | 69.44% |
| March 31, 2024 | 69.44% |
| February 29, 2024 | 69.44% |
| January 31, 2024 | 70.21% |
| December 31, 2023 | 73.47% |
| November 30, 2023 | 77.58% |
| October 31, 2023 | 77.88% |
| September 30, 2023 | 78.58% |
| August 31, 2023 | 78.58% |
| July 31, 2023 | 78.58% |
| June 30, 2023 | 78.58% |
| May 31, 2023 | 78.58% |
| April 30, 2023 | 78.58% |
| March 31, 2023 | 78.58% |
| February 28, 2023 | 78.58% |
| January 31, 2023 | 78.58% |
| December 31, 2022 | 78.58% |
| November 30, 2022 | 78.58% |
| October 31, 2022 | 78.58% |
| September 30, 2022 | 78.58% |
| Date | Value |
|---|---|
| August 31, 2022 | 78.58% |
| July 31, 2022 | 78.58% |
| June 30, 2022 | 78.58% |
| May 31, 2022 | 78.58% |
| April 30, 2022 | 78.58% |
| March 31, 2022 | 78.58% |
| February 28, 2022 | 82.76% |
| January 31, 2022 | 82.76% |
| December 31, 2021 | 82.76% |
| November 30, 2021 | 82.76% |
| October 31, 2021 | 82.76% |
| September 30, 2021 | 82.76% |
| August 31, 2021 | 82.76% |
| July 31, 2021 | 82.76% |
| June 30, 2021 | 82.76% |
| May 31, 2021 | 82.76% |
| April 30, 2021 | 82.76% |
| March 31, 2021 | 82.76% |
| February 28, 2021 | 82.76% |
| January 31, 2021 | 82.76% |
| December 31, 2020 | 82.76% |
| November 30, 2020 | 82.76% |
| October 31, 2020 | 82.76% |
| September 30, 2020 | 82.76% |
| August 31, 2020 | 82.76% |
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
69.44%
Minimum
Feb 2024
82.76%
Maximum
Nov 2019
79.07%
Average
78.58%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Personas Social Inc | 98.84% |
| Armada Data Corp | 94.64% |
| Spacefy Inc | 98.53% |
| Enthusiast Gaming Holdings Inc | 99.28% |
| ApartmentLove Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.387 |
| Beta (5Y) | 0.8726 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.64% |
| Historical Sharpe Ratio (5Y) | 0.1939 |
| Historical Sortino (5Y) | 0.3024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.46% |