National Bank of Canada (NA.TO)
116.01
+0.42
(+0.36%)
CAD |
TSX |
May 15, 15:01
National Bank of Canada Max Drawdown (5Y): 48.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.22% |
March 31, 2024 | 48.22% |
February 29, 2024 | 48.22% |
January 31, 2024 | 48.22% |
December 31, 2023 | 48.22% |
November 30, 2023 | 48.22% |
October 31, 2023 | 48.22% |
September 30, 2023 | 48.22% |
August 31, 2023 | 48.22% |
July 31, 2023 | 48.22% |
June 30, 2023 | 48.22% |
May 31, 2023 | 48.22% |
April 30, 2023 | 48.22% |
March 31, 2023 | 48.22% |
February 28, 2023 | 48.22% |
January 31, 2023 | 48.22% |
December 31, 2022 | 48.22% |
November 30, 2022 | 48.22% |
October 31, 2022 | 48.22% |
September 30, 2022 | 48.22% |
August 31, 2022 | 48.22% |
July 31, 2022 | 48.22% |
June 30, 2022 | 48.22% |
May 31, 2022 | 48.22% |
April 30, 2022 | 48.22% |
Date | Value |
---|---|
March 31, 2022 | 48.22% |
February 28, 2022 | 48.22% |
January 31, 2022 | 48.22% |
December 31, 2021 | 48.22% |
November 30, 2021 | 48.22% |
October 31, 2021 | 48.22% |
September 30, 2021 | 48.22% |
August 31, 2021 | 48.22% |
July 31, 2021 | 48.22% |
June 30, 2021 | 48.22% |
May 31, 2021 | 48.22% |
April 30, 2021 | 48.22% |
March 31, 2021 | 48.22% |
February 28, 2021 | 48.22% |
January 31, 2021 | 48.22% |
December 31, 2020 | 48.22% |
November 30, 2020 | 48.22% |
October 31, 2020 | 48.22% |
September 30, 2020 | 48.22% |
August 31, 2020 | 48.22% |
July 31, 2020 | 48.22% |
June 30, 2020 | 48.22% |
May 31, 2020 | 48.22% |
April 30, 2020 | 48.22% |
March 31, 2020 | 48.22% |
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
31.10%
Minimum
May 2019
48.22%
Maximum
Mar 2020
45.36%
Average
48.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bank of Nova Scotia | 38.96% |
Bank of Montreal | 45.58% |
Royal Bank of Canada | 33.84% |
Canadian Imperial Bank of Commerce | 41.37% |
The Toronto-Dominion Bank | 35.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.241 |
Beta (5Y) | 1.139 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.03% |
Historical Sharpe Ratio (5Y) | 0.5665 |
Historical Sortino (5Y) | 0.6182 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.68% |