Caldwell Partners International Inc (CWL.TO)
0.75
0.00 (0.00%)
CAD |
TSX |
Jun 14, 16:00
Caldwell Partners International Max Drawdown (5Y): 76.34% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 76.34% |
| April 30, 2024 | 76.34% |
| March 31, 2024 | 76.34% |
| February 29, 2024 | 76.34% |
| January 31, 2024 | 76.34% |
| December 31, 2023 | 76.34% |
| November 30, 2023 | 76.34% |
| October 31, 2023 | 75.27% |
| September 30, 2023 | 71.33% |
| August 31, 2023 | 68.46% |
| July 31, 2023 | 65.23% |
| June 30, 2023 | 65.23% |
| May 31, 2023 | 62.01% |
| April 30, 2023 | 60.37% |
| March 31, 2023 | 60.37% |
| February 28, 2023 | 60.37% |
| January 31, 2023 | 60.37% |
| December 31, 2022 | 60.37% |
| November 30, 2022 | 60.37% |
| October 31, 2022 | 60.37% |
| September 30, 2022 | 60.37% |
| August 31, 2022 | 60.37% |
| July 31, 2022 | 60.37% |
| June 30, 2022 | 60.37% |
| May 31, 2022 | 60.37% |
| Date | Value |
|---|---|
| April 30, 2022 | 60.37% |
| March 31, 2022 | 60.37% |
| February 28, 2022 | 60.37% |
| January 31, 2022 | 60.37% |
| December 31, 2021 | 60.37% |
| November 30, 2021 | 60.37% |
| October 31, 2021 | 60.37% |
| September 30, 2021 | 60.37% |
| August 31, 2021 | 60.37% |
| July 31, 2021 | 60.37% |
| June 30, 2021 | 60.37% |
| May 31, 2021 | 60.37% |
| April 30, 2021 | 60.37% |
| March 31, 2021 | 60.37% |
| February 28, 2021 | 60.37% |
| January 31, 2021 | 60.37% |
| December 31, 2020 | 60.37% |
| November 30, 2020 | 60.37% |
| October 31, 2020 | 60.37% |
| September 30, 2020 | 60.37% |
| August 31, 2020 | 60.37% |
| July 31, 2020 | 60.37% |
| June 30, 2020 | 59.05% |
| May 31, 2020 | 53.77% |
| April 30, 2020 | 52.45% |
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
50.76%
Minimum
Jun 2019
76.34%
Maximum
Nov 2023
61.12%
Average
60.37%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Baymount Inc | 88.89% |
| BYT Holdings Ltd | -- |
| Atkinsrealis Group Inc | 74.02% |
| Stantec Inc | 25.75% |
| WSP Global Inc | 37.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.07 |
| Beta (5Y) | 1.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.12% |
| Historical Sharpe Ratio (5Y) | -0.1909 |
| Historical Sortino (5Y) | -0.408 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.62% |