Metro Inc (MRU.TO)
70.42
-0.48
(-0.68%)
CAD |
TSX |
Apr 30, 16:00
70.42
0.00 (0.00%)
After-Hours: 16:16
Metro Max Drawdown (5Y): 19.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 19.06% |
| February 29, 2024 | 19.06% |
| January 31, 2024 | 19.06% |
| December 31, 2023 | 19.06% |
| November 30, 2023 | 19.06% |
| October 31, 2023 | 19.06% |
| September 30, 2023 | 19.06% |
| August 31, 2023 | 19.06% |
| July 31, 2023 | 19.06% |
| June 30, 2023 | 19.06% |
| May 31, 2023 | 19.06% |
| April 30, 2023 | 19.06% |
| March 31, 2023 | 19.06% |
| February 28, 2023 | 19.06% |
| January 31, 2023 | 19.06% |
| December 31, 2022 | 19.06% |
| November 30, 2022 | 19.06% |
| October 31, 2022 | 19.06% |
| September 30, 2022 | 19.06% |
| August 31, 2022 | 19.06% |
| July 31, 2022 | 19.06% |
| June 30, 2022 | 19.06% |
| May 31, 2022 | 19.06% |
| April 30, 2022 | 19.06% |
| March 31, 2022 | 19.06% |
| Date | Value |
|---|---|
| February 28, 2022 | 19.06% |
| January 31, 2022 | 19.06% |
| December 31, 2021 | 19.06% |
| November 30, 2021 | 19.06% |
| October 31, 2021 | 19.06% |
| September 30, 2021 | 19.06% |
| August 31, 2021 | 19.06% |
| July 31, 2021 | 19.06% |
| June 30, 2021 | 19.06% |
| May 31, 2021 | 19.06% |
| April 30, 2021 | 19.06% |
| March 31, 2021 | 19.06% |
| February 28, 2021 | 19.04% |
| January 31, 2021 | 18.19% |
| December 31, 2020 | 18.19% |
| November 30, 2020 | 18.19% |
| October 31, 2020 | 18.19% |
| September 30, 2020 | 18.19% |
| August 31, 2020 | 18.19% |
| July 31, 2020 | 18.19% |
| June 30, 2020 | 18.19% |
| May 31, 2020 | 18.19% |
| April 30, 2020 | 18.19% |
| March 31, 2020 | 18.19% |
| February 29, 2020 | 18.19% |
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
18.19%
Minimum
Apr 2019
19.06%
Maximum
Mar 2021
18.74%
Average
19.06%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Loblaw Companies Ltd | 20.74% |
| The North West Co Inc | 47.34% |
| George Weston Ltd | 27.06% |
| Empire Co Ltd | 34.50% |
| PesoRama Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.269 |
| Beta (5Y) | 0.0651 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.30% |
| Historical Sharpe Ratio (5Y) | 0.5106 |
| Historical Sortino (5Y) | 0.9961 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.07% |