TFI International Inc (TFII.TO)
181.47
-3.96
(-2.14%)
CAD |
TSX |
May 17, 16:00
TFI International Max Drawdown (5Y): 48.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.91% |
March 31, 2024 | 48.91% |
February 29, 2024 | 48.91% |
January 31, 2024 | 48.91% |
December 31, 2023 | 48.91% |
November 30, 2023 | 48.91% |
October 31, 2023 | 48.91% |
September 30, 2023 | 48.91% |
August 31, 2023 | 48.91% |
July 31, 2023 | 48.91% |
June 30, 2023 | 48.91% |
May 31, 2023 | 48.91% |
April 30, 2023 | 48.91% |
March 31, 2023 | 48.91% |
February 28, 2023 | 48.91% |
January 31, 2023 | 48.91% |
December 31, 2022 | 48.91% |
November 30, 2022 | 48.91% |
October 31, 2022 | 48.91% |
September 30, 2022 | 48.91% |
August 31, 2022 | 48.91% |
July 31, 2022 | 48.91% |
June 30, 2022 | 48.91% |
May 31, 2022 | 48.91% |
April 30, 2022 | 48.91% |
Date | Value |
---|---|
March 31, 2022 | 48.91% |
February 28, 2022 | 48.91% |
January 31, 2022 | 48.91% |
December 31, 2021 | 48.91% |
November 30, 2021 | 48.91% |
October 31, 2021 | 48.91% |
September 30, 2021 | 48.91% |
August 31, 2021 | 48.91% |
July 31, 2021 | 48.91% |
June 30, 2021 | 48.91% |
May 31, 2021 | 48.91% |
April 30, 2021 | 48.91% |
March 31, 2021 | 48.91% |
February 28, 2021 | 48.91% |
January 31, 2021 | 48.91% |
December 31, 2020 | 48.91% |
November 30, 2020 | 48.91% |
October 31, 2020 | 48.91% |
September 30, 2020 | 48.91% |
August 31, 2020 | 48.91% |
July 31, 2020 | 48.91% |
June 30, 2020 | 48.91% |
May 31, 2020 | 48.91% |
April 30, 2020 | 48.91% |
March 31, 2020 | 48.91% |
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
35.65%
Minimum
May 2019
48.91%
Maximum
Mar 2020
46.70%
Average
48.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Mullen Group Ltd | 77.32% |
Titanium Transportation Group Inc | 66.15% |
Westshore Terminals Investment Corp | 58.18% |
Logistec Corp (DELISTED) | -- |
Chorus Aviation Inc | 75.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 22.58 |
Beta (5Y) | 1.420 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.52% |
Historical Sharpe Ratio (5Y) | 0.8215 |
Historical Sortino (5Y) | 1.271 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.03% |