CAE Inc (CAE.TO)
35.91
-0.57
(-1.56%)
CAD |
TSX |
Mar 26, 16:00
35.91
0.00 (0.00%)
After-Hours: 16:16
CAE Max Drawdown (5Y): 64.89% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Bombardier Inc | 94.84% |
| Air Canada | 76.68% |
| Chorus Aviation Inc | 75.61% |
| Exchange Income Corp | 68.18% |
| Bactech Environmental Corp | 85.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.21 |
| Beta (5Y) | 1.919 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.26% |
| Historical Sharpe Ratio (5Y) | -0.0782 |
| Historical Sortino (5Y) | -0.1435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.30% |