Wi2Wi Corp (YTY.V)
0.085
0.00 (0.00%)
CAD |
TSXV |
Nov 21, 16:00
Wi2Wi Max Drawdown (5Y): 91.67% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 91.67% |
August 31, 2024 | 91.67% |
July 31, 2024 | 91.67% |
June 30, 2024 | 91.67% |
May 31, 2024 | 91.67% |
April 30, 2024 | 91.67% |
March 31, 2024 | 91.67% |
February 29, 2024 | 91.67% |
January 31, 2024 | 91.67% |
December 31, 2023 | 91.67% |
November 30, 2023 | 91.67% |
October 31, 2023 | 91.67% |
September 30, 2023 | 91.67% |
August 31, 2023 | 91.67% |
July 31, 2023 | 91.67% |
June 30, 2023 | 91.67% |
May 31, 2023 | 91.67% |
April 30, 2023 | 91.67% |
March 31, 2023 | 91.67% |
February 28, 2023 | 91.67% |
January 31, 2023 | 91.67% |
December 31, 2022 | 91.67% |
November 30, 2022 | 86.11% |
October 31, 2022 | 86.11% |
September 30, 2022 | 86.11% |
Date | Value |
---|---|
August 31, 2022 | 83.33% |
July 31, 2022 | 85.00% |
June 30, 2022 | 85.83% |
May 31, 2022 | 86.67% |
April 30, 2022 | 86.67% |
March 31, 2022 | 86.67% |
February 28, 2022 | 86.67% |
January 31, 2022 | 86.67% |
December 31, 2021 | 86.67% |
November 30, 2021 | 89.17% |
October 31, 2021 | 91.67% |
September 30, 2021 | 94.17% |
August 31, 2021 | 94.17% |
July 31, 2021 | 94.17% |
June 30, 2021 | 94.17% |
May 31, 2021 | 94.17% |
April 30, 2021 | 94.17% |
March 31, 2021 | 94.17% |
February 28, 2021 | 94.17% |
January 31, 2021 | 94.17% |
December 31, 2020 | 94.17% |
November 30, 2020 | 94.17% |
October 31, 2020 | 94.17% |
September 30, 2020 | 94.17% |
August 31, 2020 | 94.17% |
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
83.33%
Minimum
Aug 2022
95.60%
Maximum
Nov 2019
91.55%
Average
91.67%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.51 |
Beta (5Y) | 1.081 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.12% |
Historical Sharpe Ratio (5Y) | -0.1519 |
Historical Sortino (5Y) | -0.276 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.77% |