AutoCanada Inc (ACQ.TO)
20.33
-0.24
(-1.17%)
CAD |
TSX |
May 03, 16:00
AutoCanada Max Drawdown (5Y): 87.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.37% |
March 31, 2024 | 87.37% |
February 29, 2024 | 87.37% |
January 31, 2024 | 87.37% |
December 31, 2023 | 87.37% |
November 30, 2023 | 87.37% |
October 31, 2023 | 87.37% |
September 30, 2023 | 87.67% |
August 31, 2023 | 87.94% |
July 31, 2023 | 87.99% |
June 30, 2023 | 87.99% |
May 31, 2023 | 87.99% |
April 30, 2023 | 87.99% |
March 31, 2023 | 87.99% |
February 28, 2023 | 87.99% |
January 31, 2023 | 87.99% |
December 31, 2022 | 87.99% |
November 30, 2022 | 87.99% |
October 31, 2022 | 87.99% |
September 30, 2022 | 87.99% |
August 31, 2022 | 87.99% |
July 31, 2022 | 87.99% |
June 30, 2022 | 87.99% |
May 31, 2022 | 87.99% |
April 30, 2022 | 87.99% |
Date | Value |
---|---|
March 31, 2022 | 87.99% |
February 28, 2022 | 87.99% |
January 31, 2022 | 87.99% |
December 31, 2021 | 87.99% |
November 30, 2021 | 87.99% |
October 31, 2021 | 87.99% |
September 30, 2021 | 87.99% |
August 31, 2021 | 87.99% |
July 31, 2021 | 87.99% |
June 30, 2021 | 87.99% |
May 31, 2021 | 87.99% |
April 30, 2021 | 87.99% |
March 31, 2021 | 87.99% |
February 28, 2021 | 87.99% |
January 31, 2021 | 87.99% |
December 31, 2020 | 87.99% |
November 30, 2020 | 87.99% |
October 31, 2020 | 87.99% |
September 30, 2020 | 87.99% |
August 31, 2020 | 87.99% |
July 31, 2020 | 87.99% |
June 30, 2020 | 87.99% |
May 31, 2020 | 87.99% |
April 30, 2020 | 87.99% |
March 31, 2020 | 87.99% |
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
87.37%
Minimum
Oct 2023
87.99%
Maximum
May 2019
87.91%
Average
87.99%
Median
May 2019
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) | -4.552 |
Beta (5Y) | 2.676 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.81% |
Historical Sharpe Ratio (5Y) | 0.1962 |
Historical Sortino (5Y) | 0.3575 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.36% |