CCL Industries Inc (CCL.B.TO)
81.90
-0.63
(-0.76%)
CAD |
TSX |
Nov 07, 16:00
CCL Industries Max Drawdown (5Y): 48.16% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 48.16% |
| August 31, 2024 | 48.16% |
| July 31, 2024 | 48.16% |
| June 30, 2024 | 48.16% |
| May 31, 2024 | 48.16% |
| April 30, 2024 | 48.16% |
| March 31, 2024 | 48.16% |
| February 29, 2024 | 48.16% |
| January 31, 2024 | 48.16% |
| December 31, 2023 | 48.16% |
| November 30, 2023 | 48.16% |
| October 31, 2023 | 48.16% |
| September 30, 2023 | 48.16% |
| August 31, 2023 | 48.16% |
| July 31, 2023 | 48.16% |
| June 30, 2023 | 48.16% |
| May 31, 2023 | 48.16% |
| April 30, 2023 | 48.16% |
| March 31, 2023 | 48.16% |
| February 28, 2023 | 48.16% |
| January 31, 2023 | 48.16% |
| December 31, 2022 | 48.16% |
| November 30, 2022 | 48.16% |
| October 31, 2022 | 48.16% |
| September 30, 2022 | 48.16% |
| Date | Value |
|---|---|
| August 31, 2022 | 48.16% |
| July 31, 2022 | 48.16% |
| June 30, 2022 | 48.16% |
| May 31, 2022 | 48.16% |
| April 30, 2022 | 48.16% |
| March 31, 2022 | 48.16% |
| February 28, 2022 | 48.16% |
| January 31, 2022 | 48.16% |
| December 31, 2021 | 48.16% |
| November 30, 2021 | 48.16% |
| October 31, 2021 | 48.16% |
| September 30, 2021 | 48.16% |
| August 31, 2021 | 48.16% |
| July 31, 2021 | 48.16% |
| June 30, 2021 | 48.16% |
| May 31, 2021 | 48.16% |
| April 30, 2021 | 48.16% |
| March 31, 2021 | 48.16% |
| February 28, 2021 | 48.16% |
| January 31, 2021 | 48.16% |
| December 31, 2020 | 48.16% |
| November 30, 2020 | 48.16% |
| October 31, 2020 | 48.16% |
| September 30, 2020 | 48.16% |
| August 31, 2020 | 48.16% |
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
28.68%
Minimum
Nov 2019
48.16%
Maximum
Mar 2020
46.96%
Average
48.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Linamar Corp | 70.80% |
| Dorel Industries Inc | 94.43% |
| Aether Catalyst Solutions Inc | 93.33% |
| SWMBRD Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.051 |
| Beta (5Y) | 0.6064 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.59% |
| Historical Sharpe Ratio (5Y) | 0.342 |
| Historical Sortino (5Y) | 0.4307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.56% |