Atkinsrealis Group Inc (ATRL.TO)
67.96
+0.96
(+1.43%)
CAD |
TSX |
Nov 01, 16:00
Atkinsrealis Group Max Drawdown (5Y): 68.64% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 68.64% |
August 31, 2024 | 68.64% |
July 31, 2024 | 71.95% |
June 30, 2024 | 74.02% |
May 31, 2024 | 74.02% |
April 30, 2024 | 74.02% |
March 31, 2024 | 74.02% |
February 29, 2024 | 74.02% |
January 31, 2024 | 74.02% |
December 31, 2023 | 74.02% |
November 30, 2023 | 74.02% |
October 31, 2023 | 74.02% |
September 30, 2023 | 74.02% |
August 31, 2023 | 74.02% |
July 31, 2023 | 74.02% |
June 30, 2023 | 74.02% |
May 31, 2023 | 74.02% |
April 30, 2023 | 74.02% |
March 31, 2023 | 74.02% |
February 28, 2023 | 74.02% |
January 31, 2023 | 74.02% |
December 31, 2022 | 74.02% |
November 30, 2022 | 74.02% |
October 31, 2022 | 74.02% |
September 30, 2022 | 74.02% |
Date | Value |
---|---|
August 31, 2022 | 74.02% |
July 31, 2022 | 74.02% |
June 30, 2022 | 74.02% |
May 31, 2022 | 74.02% |
April 30, 2022 | 74.02% |
March 31, 2022 | 74.02% |
February 28, 2022 | 74.02% |
January 31, 2022 | 74.02% |
December 31, 2021 | 74.02% |
November 30, 2021 | 74.02% |
October 31, 2021 | 74.02% |
September 30, 2021 | 74.02% |
August 31, 2021 | 74.02% |
July 31, 2021 | 74.02% |
June 30, 2021 | 74.02% |
May 31, 2021 | 74.02% |
April 30, 2021 | 74.02% |
March 31, 2021 | 74.02% |
February 28, 2021 | 74.02% |
January 31, 2021 | 74.02% |
December 31, 2020 | 74.02% |
November 30, 2020 | 74.02% |
October 31, 2020 | 74.02% |
September 30, 2020 | 74.02% |
August 31, 2020 | 74.02% |
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
68.64%
Minimum
Aug 2024
74.02%
Maximum
Nov 2019
73.80%
Average
74.02%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Stantec Inc | 25.75% |
WSP Global Inc | 37.11% |
EasTower Wireless Inc | -- |
Dirtt Environmental Solutions Ltd | 96.70% |
BYT Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.543 |
Beta (5Y) | 1.424 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.59% |
Historical Sharpe Ratio (5Y) | 0.5886 |
Historical Sortino (5Y) | 0.9159 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.38% |