Acadian Timber Corp (ADN.TO)
17.65
-0.14
(-0.79%)
CAD |
TSX |
Nov 22, 15:35
Acadian Timber Max Drawdown (5Y): 33.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 33.39% |
September 30, 2024 | 33.39% |
August 31, 2024 | 33.39% |
July 31, 2024 | 33.39% |
June 30, 2024 | 33.39% |
May 31, 2024 | 33.39% |
April 30, 2024 | 33.39% |
March 31, 2024 | 33.39% |
February 29, 2024 | 33.39% |
January 31, 2024 | 33.39% |
December 31, 2023 | 33.39% |
November 30, 2023 | 33.39% |
October 31, 2023 | 33.39% |
September 30, 2023 | 33.39% |
August 31, 2023 | 33.39% |
July 31, 2023 | 33.39% |
June 30, 2023 | 33.39% |
May 31, 2023 | 33.39% |
April 30, 2023 | 33.39% |
March 31, 2023 | 33.39% |
February 28, 2023 | 33.39% |
January 31, 2023 | 33.39% |
December 31, 2022 | 33.39% |
November 30, 2022 | 33.39% |
October 31, 2022 | 33.39% |
Date | Value |
---|---|
September 30, 2022 | 33.39% |
August 31, 2022 | 33.39% |
July 31, 2022 | 33.39% |
June 30, 2022 | 33.39% |
May 31, 2022 | 33.39% |
April 30, 2022 | 33.39% |
March 31, 2022 | 33.39% |
February 28, 2022 | 33.39% |
January 31, 2022 | 33.39% |
December 31, 2021 | 33.39% |
November 30, 2021 | 33.39% |
October 31, 2021 | 33.39% |
September 30, 2021 | 33.39% |
August 31, 2021 | 33.39% |
July 31, 2021 | 33.39% |
June 30, 2021 | 33.39% |
May 31, 2021 | 33.39% |
April 30, 2021 | 33.39% |
March 31, 2021 | 33.39% |
February 28, 2021 | 33.39% |
January 31, 2021 | 33.39% |
December 31, 2020 | 33.39% |
November 30, 2020 | 33.39% |
October 31, 2020 | 33.39% |
September 30, 2020 | 33.39% |
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
28.26%
Minimum
Nov 2019
33.39%
Maximum
Mar 2020
33.05%
Average
33.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2254 |
Beta (5Y) | 0.8216 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.37% |
Historical Sharpe Ratio (5Y) | 0.341 |
Historical Sortino (5Y) | 0.4113 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.86% |