Bombardier Inc (BBD.B.TO)
100.81
+4.91
(+5.12%)
CAD |
TSX |
Nov 21, 16:00
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% |
MDA Space Ltd | -- |
Bactech Environmental Corp | 92.86% |
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% |