ATS Corp (ATS.TO)
40.80
-0.54
(-1.31%)
CAD |
TSX |
Nov 21, 16:00
ATS Max Drawdown (5Y): 47.21% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 47.21% |
| August 31, 2024 | 43.89% |
| July 31, 2024 | 41.52% |
| June 30, 2024 | 41.52% |
| May 31, 2024 | 41.52% |
| April 30, 2024 | 41.52% |
| March 31, 2024 | 41.52% |
| February 29, 2024 | 41.52% |
| January 31, 2024 | 41.52% |
| December 31, 2023 | 41.52% |
| November 30, 2023 | 41.52% |
| October 31, 2023 | 42.13% |
| September 30, 2023 | 43.81% |
| August 31, 2023 | 43.81% |
| July 31, 2023 | 43.81% |
| June 30, 2023 | 43.81% |
| May 31, 2023 | 43.81% |
| April 30, 2023 | 43.81% |
| March 31, 2023 | 43.81% |
| February 28, 2023 | 43.81% |
| January 31, 2023 | 43.81% |
| December 31, 2022 | 43.81% |
| November 30, 2022 | 43.81% |
| October 31, 2022 | 43.81% |
| September 30, 2022 | 43.81% |
| Date | Value |
|---|---|
| August 31, 2022 | 43.81% |
| July 31, 2022 | 43.81% |
| June 30, 2022 | 43.81% |
| May 31, 2022 | 43.81% |
| April 30, 2022 | 43.81% |
| March 31, 2022 | 43.81% |
| February 28, 2022 | 43.81% |
| January 31, 2022 | 43.81% |
| December 31, 2021 | 43.81% |
| November 30, 2021 | 43.81% |
| October 31, 2021 | 43.81% |
| September 30, 2021 | 43.81% |
| August 31, 2021 | 43.81% |
| July 31, 2021 | 43.81% |
| June 30, 2021 | 43.81% |
| May 31, 2021 | 43.81% |
| April 30, 2021 | 43.81% |
| March 31, 2021 | 43.81% |
| February 28, 2021 | 43.81% |
| January 31, 2021 | 43.81% |
| December 31, 2020 | 43.81% |
| November 30, 2020 | 48.75% |
| October 31, 2020 | 48.75% |
| September 30, 2020 | 48.75% |
| August 31, 2020 | 48.75% |
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
41.52%
Minimum
Nov 2023
48.75%
Maximum
Nov 2019
44.58%
Average
43.81%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Russel Metals Inc | 60.01% |
| Atkinsrealis Group Inc | 68.64% |
| Finning International Inc | 65.63% |
| Ag Growth International Inc | 74.03% |
| Bactech Environmental Corp | 92.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.972 |
| Beta (5Y) | 1.408 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.48% |
| Historical Sharpe Ratio (5Y) | 0.3746 |
| Historical Sortino (5Y) | 0.7571 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.05% |