Andrew Peller Ltd (ADW.A.TO)
3.79
-0.05
(-1.30%)
CAD |
TSX |
May 01, 16:00
Andrew Peller Max Drawdown (5Y): 74.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.68% |
| March 31, 2024 | 74.68% |
| February 29, 2024 | 74.68% |
| January 31, 2024 | 74.68% |
| December 31, 2023 | 74.68% |
| November 30, 2023 | 74.68% |
| October 31, 2023 | 74.68% |
| September 30, 2023 | 74.68% |
| August 31, 2023 | 74.68% |
| July 31, 2023 | 74.68% |
| June 30, 2023 | 74.68% |
| May 31, 2023 | 73.73% |
| April 30, 2023 | 73.09% |
| March 31, 2023 | 73.09% |
| February 28, 2023 | 72.25% |
| January 31, 2023 | 72.25% |
| December 31, 2022 | 72.25% |
| November 30, 2022 | 71.83% |
| October 31, 2022 | 71.13% |
| September 30, 2022 | 67.82% |
| August 31, 2022 | 67.82% |
| July 31, 2022 | 67.82% |
| June 30, 2022 | 67.82% |
| May 31, 2022 | 66.62% |
| April 30, 2022 | 66.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 66.62% |
| February 28, 2022 | 66.62% |
| January 31, 2022 | 66.62% |
| December 31, 2021 | 66.62% |
| November 30, 2021 | 66.62% |
| October 31, 2021 | 66.62% |
| September 30, 2021 | 66.62% |
| August 31, 2021 | 66.62% |
| July 31, 2021 | 66.62% |
| June 30, 2021 | 66.62% |
| May 31, 2021 | 66.62% |
| April 30, 2021 | 66.62% |
| March 31, 2021 | 66.62% |
| February 28, 2021 | 66.62% |
| January 31, 2021 | 66.62% |
| December 31, 2020 | 66.62% |
| November 30, 2020 | 66.62% |
| October 31, 2020 | 66.62% |
| September 30, 2020 | 66.62% |
| August 31, 2020 | 66.62% |
| July 31, 2020 | 66.62% |
| June 30, 2020 | 66.62% |
| May 31, 2020 | 66.62% |
| April 30, 2020 | 66.62% |
| March 31, 2020 | 66.62% |
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
37.46%
Minimum
May 2019
74.68%
Maximum
Jun 2023
64.33%
Average
66.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Big Rock Brewery Inc | 83.45% |
| The Tinley Beverage Co Inc | 97.75% |
| SBD Capital Corp | 99.39% |
| Sweet Poison Spirits Inc | -- |
| HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.46 |
| Beta (5Y) | 0.7194 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.83% |
| Historical Sharpe Ratio (5Y) | -0.7995 |
| Historical Sortino (5Y) | -1.118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.95% |