SNC-Lavalin Group Inc (ATRL.TO)
54.04
+0.53
(+0.99%)
CAD |
TSX |
May 03, 16:00
SNC-Lavalin Group Max Drawdown (5Y): 74.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 74.02% |
June 30, 2020 | 74.02% |
May 31, 2020 | 74.02% |
April 30, 2020 | 74.02% |
March 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
59.68%
Minimum
May 2019
74.02%
Maximum
Sep 2019
73.39%
Average
74.02%
Median
Sep 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) | -3.477 |
Beta (5Y) | 1.640 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.09% |
Historical Sharpe Ratio (5Y) | 0.1764 |
Historical Sortino (5Y) | 0.2732 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.92% |