Air Canada (AC.TO)
23.96
+0.75
(+3.23%)
CAD |
TSX |
Nov 21, 16:00
Air Canada Max Drawdown (5Y): 76.68% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 76.68% |
| August 31, 2024 | 76.68% |
| July 31, 2024 | 76.68% |
| June 30, 2024 | 76.68% |
| May 31, 2024 | 76.68% |
| April 30, 2024 | 76.68% |
| March 31, 2024 | 76.68% |
| February 29, 2024 | 76.68% |
| January 31, 2024 | 76.68% |
| December 31, 2023 | 76.68% |
| November 30, 2023 | 76.68% |
| October 31, 2023 | 76.68% |
| September 30, 2023 | 76.68% |
| August 31, 2023 | 76.68% |
| July 31, 2023 | 76.68% |
| June 30, 2023 | 76.68% |
| May 31, 2023 | 76.68% |
| April 30, 2023 | 76.68% |
| March 31, 2023 | 76.68% |
| February 28, 2023 | 76.68% |
| January 31, 2023 | 76.68% |
| December 31, 2022 | 76.68% |
| November 30, 2022 | 76.68% |
| October 31, 2022 | 76.68% |
| September 30, 2022 | 76.68% |
| Date | Value |
|---|---|
| August 31, 2022 | 76.68% |
| July 31, 2022 | 76.68% |
| June 30, 2022 | 76.68% |
| May 31, 2022 | 76.68% |
| April 30, 2022 | 76.68% |
| March 31, 2022 | 76.68% |
| February 28, 2022 | 76.68% |
| January 31, 2022 | 76.68% |
| December 31, 2021 | 76.68% |
| November 30, 2021 | 76.68% |
| October 31, 2021 | 76.68% |
| September 30, 2021 | 76.68% |
| August 31, 2021 | 76.68% |
| July 31, 2021 | 76.68% |
| June 30, 2021 | 76.68% |
| May 31, 2021 | 76.68% |
| April 30, 2021 | 76.68% |
| March 31, 2021 | 76.68% |
| February 28, 2021 | 76.68% |
| January 31, 2021 | 76.68% |
| December 31, 2020 | 76.68% |
| November 30, 2020 | 76.68% |
| October 31, 2020 | 76.68% |
| September 30, 2020 | 76.68% |
| August 31, 2020 | 76.68% |
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
51.24%
Minimum
Nov 2019
76.68%
Maximum
Mar 2020
74.95%
Average
76.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Canadian Pacific Kansas City Ltd | 27.38% |
| Canadian National Railway Co | 24.43% |
| CAE Inc | 64.89% |
| Chorus Aviation Inc | 75.61% |
| Bactech Environmental Corp | 92.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.31 |
| Beta (5Y) | 2.418 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.64% |
| Historical Sharpe Ratio (5Y) | -0.3936 |
| Historical Sortino (5Y) | -0.5436 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.50% |