Air Canada (AC.TO)
15.35
+0.12
(+0.79%)
CAD |
TSX |
Mar 24, 16:00
Air Canada Max Drawdown (5Y): 76.68% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Atkinsrealis Group Inc | 68.64% |
| Bombardier Inc | 94.84% |
| CAE Inc | 64.89% |
| Chorus Aviation Inc | 75.61% |
| Exchange Income Corp | 68.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.91 |
| Beta (5Y) | 2.460 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.15% |
| Historical Sharpe Ratio (5Y) | -0.3516 |
| Historical Sortino (5Y) | -0.7984 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.48% |