Canadian Tire Corp Ltd (CDNAF)
99.69
+0.21
(+0.21%)
USD |
OTCM |
May 07, 10:08
Canadian Tire Max Drawdown (5Y): 65.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.45% |
March 31, 2024 | 65.45% |
February 29, 2024 | 65.45% |
January 31, 2024 | 65.45% |
December 31, 2023 | 65.45% |
November 30, 2023 | 65.45% |
October 31, 2023 | 65.45% |
September 30, 2023 | 65.45% |
August 31, 2023 | 65.45% |
July 31, 2023 | 65.45% |
June 30, 2023 | 65.45% |
May 31, 2023 | 65.45% |
April 30, 2023 | 65.45% |
March 31, 2023 | 65.45% |
February 28, 2023 | 65.45% |
January 31, 2023 | 65.45% |
December 31, 2022 | 65.45% |
November 30, 2022 | 65.45% |
October 31, 2022 | 65.45% |
September 30, 2022 | 65.45% |
August 31, 2022 | 65.45% |
July 31, 2022 | 65.45% |
June 30, 2022 | 65.45% |
May 31, 2022 | 65.45% |
April 30, 2022 | 65.45% |
Date | Value |
---|---|
March 31, 2022 | 65.45% |
February 28, 2022 | 65.45% |
January 31, 2022 | 65.45% |
December 31, 2021 | 65.45% |
November 30, 2021 | 65.45% |
October 31, 2021 | 65.45% |
September 30, 2021 | 65.45% |
August 31, 2021 | 65.45% |
July 31, 2021 | 65.45% |
June 30, 2021 | 65.45% |
May 31, 2021 | 65.45% |
April 30, 2021 | 65.45% |
March 31, 2021 | 65.45% |
February 28, 2021 | 65.45% |
January 31, 2021 | 65.45% |
December 31, 2020 | 65.45% |
November 30, 2020 | 65.45% |
October 31, 2020 | 65.45% |
September 30, 2020 | 65.45% |
August 31, 2020 | 65.45% |
July 31, 2020 | 65.45% |
June 30, 2020 | 65.45% |
May 31, 2020 | 65.45% |
April 30, 2020 | 65.45% |
March 31, 2020 | 65.45% |
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
35.45%
Minimum
May 2019
65.45%
Maximum
Mar 2020
60.45%
Average
65.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Birks Group Inc | 88.31% |
Conn's Inc | 92.34% |
America's Car-Mart Inc | 70.32% |
Envela Corp | 61.53% |
NFT Ltd | 99.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.33 |
Beta (5Y) | 1.258 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.03% |
Historical Sharpe Ratio (5Y) | -0.0375 |
Historical Sortino (5Y) | -0.0471 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.94% |