CAE Inc (CAE)
20.47
+0.28
(+1.39%)
USD |
NYSE |
May 03, 16:00
20.46
0.00 (0.00%)
After-Hours: 20:00
CAE Max Drawdown (5Y): 67.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.99% |
March 31, 2024 | 67.99% |
February 29, 2024 | 67.99% |
January 31, 2024 | 67.99% |
December 31, 2023 | 67.99% |
November 30, 2023 | 67.99% |
October 31, 2023 | 67.99% |
September 30, 2023 | 67.99% |
August 31, 2023 | 67.99% |
July 31, 2023 | 67.99% |
June 30, 2023 | 67.99% |
May 31, 2023 | 67.99% |
April 30, 2023 | 67.99% |
March 31, 2023 | 67.99% |
February 28, 2023 | 67.99% |
January 31, 2023 | 67.99% |
December 31, 2022 | 67.99% |
November 30, 2022 | 67.99% |
October 31, 2022 | 67.99% |
September 30, 2022 | 67.99% |
August 31, 2022 | 67.99% |
July 31, 2022 | 67.99% |
June 30, 2022 | 67.99% |
May 31, 2022 | 67.99% |
April 30, 2022 | 67.99% |
Date | Value |
---|---|
March 31, 2022 | 67.99% |
February 28, 2022 | 67.99% |
January 31, 2022 | 67.99% |
December 31, 2021 | 67.99% |
November 30, 2021 | 67.99% |
October 31, 2021 | 67.99% |
September 30, 2021 | 67.99% |
August 31, 2021 | 67.99% |
July 31, 2021 | 67.99% |
June 30, 2021 | 67.99% |
May 31, 2021 | 67.99% |
April 30, 2021 | 67.99% |
March 31, 2021 | 67.99% |
February 28, 2021 | 67.99% |
January 31, 2021 | 67.99% |
December 31, 2020 | 67.99% |
November 30, 2020 | 67.99% |
October 31, 2020 | 67.99% |
September 30, 2020 | 67.99% |
August 31, 2020 | 67.99% |
July 31, 2020 | 67.99% |
June 30, 2020 | 67.99% |
May 31, 2020 | 67.99% |
April 30, 2020 | 67.99% |
March 31, 2020 | 67.99% |
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
28.46%
Minimum
May 2019
67.99%
Maximum
Mar 2020
61.40%
Average
67.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
New Horizon Aircraft Ltd | -- |
TransDigm Group Inc | 62.64% |
RTX Corp | 51.84% |
Woodward Inc | 60.61% |
Leonardo DRS Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.12 |
Beta (5Y) | 1.583 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.82% |
Historical Sharpe Ratio (5Y) | -0.117 |
Historical Sortino (5Y) | -0.1471 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.27% |