CCL Industries Inc (CCL.B.TO)
70.92
+0.34
(+0.48%)
CAD |
TSX |
Apr 22, 16:00
CCL Industries Max Drawdown (5Y): 48.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 48.16% |
June 30, 2020 | 48.16% |
May 31, 2020 | 48.16% |
April 30, 2020 | 48.16% |
March 31, 2020 | 48.16% |
February 29, 2020 | 36.14% |
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
Apr 2019
48.16%
Maximum
Mar 2020
44.71%
Average
48.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Linamar Corp | 70.80% |
Dorel Industries Inc | 94.43% |
Aether Catalyst Solutions Inc | -- |
SWMBRD Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2335 |
Beta (5Y) | 0.5812 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.71% |
Historical Sharpe Ratio (5Y) | 0.1797 |
Historical Sortino (5Y) | 0.2376 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.80% |