Air Canada (ACDVF)
12.48
-0.05
(-0.40%)
USD |
OTCM |
Jun 14, 16:00
Air Canada Max Drawdown (5Y): 78.93% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 78.93% |
April 30, 2024 | 78.93% |
March 31, 2024 | 78.93% |
February 29, 2024 | 78.93% |
January 31, 2024 | 78.93% |
December 31, 2023 | 78.93% |
November 30, 2023 | 78.93% |
October 31, 2023 | 78.93% |
September 30, 2023 | 78.93% |
August 31, 2023 | 78.93% |
July 31, 2023 | 78.93% |
June 30, 2023 | 78.93% |
May 31, 2023 | 78.93% |
April 30, 2023 | 78.93% |
March 31, 2023 | 78.93% |
February 28, 2023 | 78.93% |
January 31, 2023 | 78.93% |
December 31, 2022 | 78.93% |
November 30, 2022 | 78.93% |
October 31, 2022 | 78.93% |
September 30, 2022 | 78.93% |
August 31, 2022 | 78.93% |
July 31, 2022 | 78.93% |
June 30, 2022 | 78.93% |
May 31, 2022 | 78.93% |
Date | Value |
---|---|
April 30, 2022 | 78.93% |
March 31, 2022 | 78.93% |
February 28, 2022 | 78.93% |
January 31, 2022 | 78.93% |
December 31, 2021 | 78.93% |
November 30, 2021 | 78.93% |
October 31, 2021 | 78.93% |
September 30, 2021 | 78.93% |
August 31, 2021 | 78.93% |
July 31, 2021 | 78.93% |
June 30, 2021 | 78.93% |
May 31, 2021 | 78.93% |
April 30, 2021 | 78.93% |
March 31, 2021 | 78.93% |
February 28, 2021 | 78.93% |
January 31, 2021 | 78.93% |
December 31, 2020 | 78.93% |
November 30, 2020 | 78.93% |
October 31, 2020 | 78.93% |
September 30, 2020 | 78.93% |
August 31, 2020 | 78.93% |
July 31, 2020 | 78.93% |
June 30, 2020 | 78.93% |
May 31, 2020 | 78.93% |
April 30, 2020 | 78.93% |
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
57.32%
Minimum
Jun 2019
78.93%
Maximum
Mar 2020
75.69%
Average
78.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Allegiant Travel Co | 81.63% |
Air Transport Services Group Inc | 65.51% |
Hawaiian Holdings Inc | 88.08% |
JetBlue Airways Corp | 82.95% |
SkyWest Inc | 81.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -44.82 |
Beta (5Y) | 2.045 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.58% |
Historical Sharpe Ratio (5Y) | -0.3135 |
Historical Sortino (5Y) | -0.4304 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.60% |