Bombardier Inc (BBD.B.TO)
103.67
+1.25
(+1.22%)
CAD |
TSX |
Nov 01, 16:00
103.67
0.00 (0.00%)
After-Hours: 16:17
Bombardier Max Drawdown (5Y): 94.84% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 94.84% |
| August 31, 2024 | 94.84% |
| July 31, 2024 | 94.84% |
| June 30, 2024 | 94.84% |
| May 31, 2024 | 94.84% |
| April 30, 2024 | 94.84% |
| March 31, 2024 | 94.84% |
| February 29, 2024 | 94.84% |
| January 31, 2024 | 94.84% |
| December 31, 2023 | 94.84% |
| November 30, 2023 | 94.84% |
| October 31, 2023 | 94.84% |
| September 30, 2023 | 94.84% |
| August 31, 2023 | 94.84% |
| July 31, 2023 | 94.84% |
| June 30, 2023 | 94.84% |
| May 31, 2023 | 94.84% |
| April 30, 2023 | 94.84% |
| March 31, 2023 | 94.84% |
| February 28, 2023 | 94.84% |
| January 31, 2023 | 94.84% |
| December 31, 2022 | 94.84% |
| November 30, 2022 | 94.84% |
| October 31, 2022 | 94.84% |
| September 30, 2022 | 94.84% |
| Date | Value |
|---|---|
| August 31, 2022 | 94.84% |
| July 31, 2022 | 94.84% |
| June 30, 2022 | 94.84% |
| May 31, 2022 | 94.84% |
| April 30, 2022 | 94.84% |
| March 31, 2022 | 94.84% |
| February 28, 2022 | 94.84% |
| January 31, 2022 | 94.84% |
| December 31, 2021 | 94.84% |
| November 30, 2021 | 94.84% |
| October 31, 2021 | 94.84% |
| September 30, 2021 | 94.84% |
| August 31, 2021 | 94.84% |
| July 31, 2021 | 94.84% |
| June 30, 2021 | 94.84% |
| May 31, 2021 | 94.84% |
| April 30, 2021 | 94.84% |
| March 31, 2021 | 94.84% |
| February 28, 2021 | 94.84% |
| January 31, 2021 | 94.84% |
| December 31, 2020 | 94.84% |
| November 30, 2020 | 94.84% |
| October 31, 2020 | 94.84% |
| September 30, 2020 | 93.92% |
| August 31, 2020 | 92.63% |
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
88.06%
Minimum
Nov 2019
94.84%
Maximum
Oct 2020
94.13%
Average
94.84%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Canadian National Railway Co | 24.43% |
| Canadian Pacific Kansas City Ltd | 27.38% |
| Exchange Income Corp | 68.18% |
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.31 |
| Beta (5Y) | 3.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.22% |
| Historical Sharpe Ratio (5Y) | 0.2102 |
| Historical Sortino (5Y) | 0.3655 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.15% |