Toromont Industries Ltd (TIH.TO)
123.22
-0.27
(-0.22%)
CAD |
TSX |
May 17, 16:00
Toromont Industries Max Drawdown (5Y): 25.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 25.44% |
March 31, 2024 | 25.44% |
February 29, 2024 | 25.44% |
January 31, 2024 | 25.44% |
December 31, 2023 | 25.44% |
November 30, 2023 | 25.44% |
October 31, 2023 | 25.44% |
September 30, 2023 | 25.44% |
August 31, 2023 | 25.44% |
July 31, 2023 | 25.44% |
June 30, 2023 | 25.44% |
May 31, 2023 | 25.44% |
April 30, 2023 | 25.44% |
March 31, 2023 | 25.44% |
February 28, 2023 | 25.44% |
January 31, 2023 | 25.44% |
December 31, 2022 | 25.44% |
November 30, 2022 | 25.44% |
October 31, 2022 | 25.44% |
September 30, 2022 | 25.44% |
August 31, 2022 | 25.44% |
July 31, 2022 | 25.44% |
June 30, 2022 | 25.44% |
May 31, 2022 | 25.44% |
April 30, 2022 | 25.44% |
Date | Value |
---|---|
March 31, 2022 | 25.44% |
February 28, 2022 | 25.44% |
January 31, 2022 | 25.44% |
December 31, 2021 | 25.44% |
November 30, 2021 | 25.44% |
October 31, 2021 | 25.44% |
September 30, 2021 | 25.44% |
August 31, 2021 | 25.44% |
July 31, 2021 | 25.44% |
June 30, 2021 | 25.44% |
May 31, 2021 | 25.44% |
April 30, 2021 | 25.44% |
March 31, 2021 | 25.44% |
February 28, 2021 | 25.44% |
January 31, 2021 | 25.44% |
December 31, 2020 | 25.44% |
November 30, 2020 | 25.44% |
October 31, 2020 | 25.44% |
September 30, 2020 | 25.44% |
August 31, 2020 | 25.44% |
July 31, 2020 | 25.44% |
June 30, 2020 | 25.44% |
May 31, 2020 | 25.44% |
April 30, 2020 | 25.44% |
March 31, 2020 | 25.44% |
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
24.61%
Minimum
May 2019
25.44%
Maximum
Mar 2020
25.30%
Average
25.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
K-Bro Linen Inc | 49.53% |
Aecon Group Inc | 58.57% |
Bactech Environmental Corp | 96.43% |
Beyond Medical Technologies Inc | 99.62% |
Sharc International Systems Inc | 98.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.013 |
Beta (5Y) | 0.7538 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.69% |
Historical Sharpe Ratio (5Y) | 0.6933 |
Historical Sortino (5Y) | 1.049 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.92% |