Alimentation Couche-Tard Inc (ANCTF)
56.23
+0.85
(+1.53%)
USD |
OTCM |
Nov 13, 16:07
Alimentation Couche-Tard Max Drawdown (5Y): 35.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.73% |
| September 30, 2024 | 35.73% |
| August 31, 2024 | 35.73% |
| July 31, 2024 | 35.73% |
| June 30, 2024 | 35.73% |
| May 31, 2024 | 35.73% |
| April 30, 2024 | 35.73% |
| March 31, 2024 | 35.73% |
| February 29, 2024 | 35.73% |
| January 31, 2024 | 35.73% |
| December 31, 2023 | 35.73% |
| November 30, 2023 | 35.73% |
| October 31, 2023 | 35.73% |
| September 30, 2023 | 35.73% |
| August 31, 2023 | 35.73% |
| July 31, 2023 | 35.73% |
| June 30, 2023 | 35.73% |
| May 31, 2023 | 35.73% |
| April 30, 2023 | 35.73% |
| March 31, 2023 | 35.73% |
| February 28, 2023 | 35.73% |
| January 31, 2023 | 35.73% |
| December 31, 2022 | 35.73% |
| November 30, 2022 | 35.73% |
| October 31, 2022 | 35.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.73% |
| August 31, 2022 | 35.73% |
| July 31, 2022 | 35.73% |
| June 30, 2022 | 35.73% |
| May 31, 2022 | 35.73% |
| April 30, 2022 | 35.73% |
| March 31, 2022 | 35.73% |
| February 28, 2022 | 35.73% |
| January 31, 2022 | 35.73% |
| December 31, 2021 | 35.73% |
| November 30, 2021 | 35.73% |
| October 31, 2021 | 35.73% |
| September 30, 2021 | 35.73% |
| August 31, 2021 | 35.73% |
| July 31, 2021 | 35.73% |
| June 30, 2021 | 35.73% |
| May 31, 2021 | 35.73% |
| April 30, 2021 | 35.73% |
| March 31, 2021 | 35.73% |
| February 28, 2021 | 35.73% |
| January 31, 2021 | 35.73% |
| December 31, 2020 | 35.73% |
| November 30, 2020 | 35.73% |
| October 31, 2020 | 35.73% |
| September 30, 2020 | 35.73% |
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
22.82%
Minimum
Nov 2019
35.73%
Maximum
Mar 2020
34.87%
Average
35.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Birks Group Inc | 88.31% |
| Sears Canada Inc | 100.00% |
| E Automotive Inc | -- |
| America's Car-Mart Inc | 77.63% |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.066 |
| Beta (5Y) | 1.027 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.40% |
| Historical Sharpe Ratio (5Y) | 0.4013 |
| Historical Sortino (5Y) | 0.5148 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.24% |