Nutrien Ltd (NTR.TO)
78.58
+0.72
(+0.92%)
CAD |
TSX |
May 17, 16:00
Nutrien Max Drawdown (5Y): 51.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.88% |
March 31, 2024 | 51.88% |
February 29, 2024 | 51.88% |
January 31, 2024 | 51.80% |
December 31, 2023 | 49.82% |
November 30, 2023 | 49.82% |
October 31, 2023 | 49.82% |
September 30, 2023 | 49.82% |
August 31, 2023 | 49.82% |
July 31, 2023 | 49.82% |
June 30, 2023 | 49.82% |
May 31, 2023 | 49.82% |
April 30, 2023 | 49.82% |
March 31, 2023 | 49.82% |
February 28, 2023 | 49.82% |
January 31, 2023 | 49.82% |
December 31, 2022 | 49.82% |
November 30, 2022 | 49.82% |
October 31, 2022 | 49.82% |
September 30, 2022 | 49.82% |
August 31, 2022 | 49.82% |
July 31, 2022 | 49.82% |
June 30, 2022 | 49.82% |
May 31, 2022 | 49.82% |
April 30, 2022 | 49.82% |
Date | Value |
---|---|
March 31, 2022 | 49.82% |
February 28, 2022 | 49.82% |
January 31, 2022 | 49.82% |
December 31, 2021 | 49.82% |
November 30, 2021 | 49.82% |
October 31, 2021 | 49.82% |
September 30, 2021 | 49.82% |
August 31, 2021 | 49.82% |
July 31, 2021 | 49.82% |
June 30, 2021 | 49.82% |
May 31, 2021 | 49.82% |
April 30, 2021 | 49.82% |
March 31, 2021 | 49.82% |
February 28, 2021 | 49.82% |
January 31, 2021 | 49.82% |
December 31, 2020 | 49.82% |
November 30, 2020 | 49.82% |
October 31, 2020 | 49.82% |
September 30, 2020 | 49.82% |
August 31, 2020 | 49.82% |
July 31, 2020 | 49.82% |
June 30, 2020 | 49.82% |
May 31, 2020 | 49.82% |
April 30, 2020 | 49.82% |
March 31, 2020 | 49.82% |
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
20.67%
Minimum
May 2019
51.88%
Maximum
Feb 2024
45.20%
Average
49.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Agnico Eagle Mines Ltd | 54.78% |
Barrick Gold Corp | 52.92% |
Franco-Nevada Corp | 38.29% |
Teck Resources Ltd | 76.93% |
Karnalyte Resources Inc | 95.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.479 |
Beta (5Y) | 0.9885 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.97% |
Historical Sharpe Ratio (5Y) | 0.044 |
Historical Sortino (5Y) | 0.0756 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.91% |