Aritzia Inc (ATZ.TO)
35.82
-0.31
(-0.86%)
CAD |
TSX |
May 03, 16:00
Aritzia Max Drawdown (5Y): 64.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.82% |
March 31, 2024 | 64.82% |
February 29, 2024 | 64.82% |
January 31, 2024 | 64.82% |
December 31, 2023 | 64.82% |
November 30, 2023 | 64.82% |
October 31, 2023 | 63.90% |
September 30, 2023 | 63.90% |
August 31, 2023 | 60.32% |
July 31, 2023 | 59.46% |
June 30, 2023 | 59.46% |
May 31, 2023 | 59.46% |
April 30, 2023 | 59.46% |
March 31, 2023 | 59.46% |
February 28, 2023 | 59.46% |
January 31, 2023 | 59.46% |
December 31, 2022 | 59.46% |
November 30, 2022 | 59.46% |
October 31, 2022 | 59.46% |
September 30, 2022 | 59.46% |
August 31, 2022 | 59.46% |
July 31, 2022 | 59.46% |
June 30, 2022 | 59.46% |
May 31, 2022 | 59.46% |
April 30, 2022 | 59.46% |
Date | Value |
---|---|
March 31, 2022 | 59.46% |
February 28, 2022 | 59.46% |
January 31, 2022 | 59.46% |
December 31, 2021 | 59.46% |
November 30, 2021 | 59.46% |
October 31, 2021 | 59.46% |
September 30, 2021 | 59.46% |
August 31, 2021 | 59.46% |
July 31, 2021 | 59.46% |
June 30, 2021 | 59.46% |
May 31, 2021 | 59.46% |
April 30, 2021 | 59.46% |
March 31, 2021 | 59.46% |
February 28, 2021 | 59.46% |
January 31, 2021 | 59.46% |
December 31, 2020 | 59.46% |
November 30, 2020 | 59.46% |
October 31, 2020 | 59.46% |
September 30, 2020 | 59.46% |
August 31, 2020 | 59.46% |
July 31, 2020 | 59.46% |
June 30, 2020 | 59.46% |
May 31, 2020 | 59.46% |
April 30, 2020 | 59.46% |
March 31, 2020 | 59.46% |
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
45.88%
Minimum
May 2019
64.82%
Maximum
Nov 2023
57.89%
Average
59.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Rocky Mountain Liquor Inc | 96.43% |
PlantX Life Inc | 100.00% |
Reitmans (Canada) Ltd | -- |
Emerge Commerce Ltd | -- |
Nextech3d AI Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.352 |
Beta (5Y) | 1.895 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.03% |
Historical Sharpe Ratio (5Y) | 0.2213 |
Historical Sortino (5Y) | 0.3032 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.36% |