Andrew Peller Ltd (ADW.A.TO)

4.04 +0.01 (+0.25%) CAD  |  TSX  |  Dec 24, 11:48
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Andrew Peller Max Drawdown (5Y): 75.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Corby Spirit and Wine Ltd 33.79%
Diamond Estates Wines & Spirits Inc 92.92%
The Tinley Beverage Co Inc 97.75%
Sweet Poison Spirits Inc 99.52%
HYTN Innovations Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -26.62
Beta (5Y) 0.7533
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.52%
Historical Sharpe Ratio (5Y) -0.6995
Historical Sortino (5Y) -0.9909
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.79%