Atkinsrealis Group Inc (ATRL.TO)
70.79
-0.54
(-0.76%)
CAD |
TSX |
Mar 26, 16:00
70.79
0.00 (0.00%)
After-Hours: 16:21
Atkinsrealis Group Max Drawdown (5Y): 68.64% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Stantec Inc | 25.75% |
| WSP Global Inc | 37.11% |
| Dirtt Environmental Solutions Ltd | 96.70% |
| Caldwell Partners International Inc | 76.34% |
| BYT Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0377 |
| Beta (5Y) | 1.529 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.76% |
| Historical Sharpe Ratio (5Y) | 0.495 |
| Historical Sortino (5Y) | 1.060 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |