Yellow Pages Ltd (Y.TO)
9.54
+0.04
(+0.42%)
CAD |
TSX |
May 17, 16:00
Yellow Pages Max Drawdown (5Y): 69.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 82.76% |
| June 30, 2020 | 82.76% |
| May 31, 2020 | 82.76% |
| April 30, 2020 | 82.76% |
| March 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
May 2019
80.24%
Average
82.76%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Personas Social Incorporated | 99.49% |
| Spacefy Inc | 98.53% |
| Enthusiast Gaming Holdings Inc | 99.28% |
| BBTV Holdings Inc (DELISTED) | -- |
| ApartmentLove Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.427 |
| Beta (5Y) | 0.8205 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.94% |
| Historical Sharpe Ratio (5Y) | 0.2776 |
| Historical Sortino (5Y) | 0.4274 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.93% |