Canadian Banc Corp (BK.TO)
10.71
0.00 (0.00%)
CAD |
TSX |
Apr 18, 15:59
Canadian Banc Max Drawdown (5Y): 56.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 56.30% |
February 29, 2024 | 56.30% |
January 31, 2024 | 56.30% |
December 31, 2023 | 56.30% |
November 30, 2023 | 56.30% |
October 31, 2023 | 56.30% |
September 30, 2023 | 56.30% |
August 31, 2023 | 56.30% |
July 31, 2023 | 56.30% |
June 30, 2023 | 56.30% |
May 31, 2023 | 56.30% |
April 30, 2023 | 56.30% |
March 31, 2023 | 56.30% |
February 28, 2023 | 56.30% |
January 31, 2023 | 56.30% |
December 31, 2022 | 56.30% |
November 30, 2022 | 56.30% |
October 31, 2022 | 56.30% |
September 30, 2022 | 56.30% |
August 31, 2022 | 56.30% |
July 31, 2022 | 56.30% |
June 30, 2022 | 56.30% |
May 31, 2022 | 56.30% |
April 30, 2022 | 56.30% |
March 31, 2022 | 56.30% |
Date | Value |
---|---|
February 28, 2022 | 56.30% |
January 31, 2022 | 56.30% |
December 31, 2021 | 56.30% |
November 30, 2021 | 56.30% |
October 31, 2021 | 56.30% |
September 30, 2021 | 56.30% |
August 31, 2021 | 56.30% |
July 31, 2021 | 56.30% |
June 30, 2021 | 56.30% |
May 31, 2021 | 56.30% |
April 30, 2021 | 56.30% |
March 31, 2021 | 56.30% |
February 28, 2021 | 56.30% |
January 31, 2021 | 56.30% |
December 31, 2020 | 56.30% |
November 30, 2020 | 56.30% |
October 31, 2020 | 56.30% |
September 30, 2020 | 56.30% |
August 31, 2020 | 56.30% |
July 31, 2020 | 56.30% |
June 30, 2020 | 56.30% |
May 31, 2020 | 56.30% |
April 30, 2020 | 56.30% |
March 31, 2020 | 56.30% |
February 29, 2020 | 46.81% |
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
46.81%
Minimum
Apr 2019
56.30%
Maximum
Mar 2020
54.56%
Average
56.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3588 |
Beta (5Y) | 1.355 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.21% |
Historical Sharpe Ratio (5Y) | 0.3624 |
Historical Sortino (5Y) | 0.3718 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.47% |