Calian Group Ltd (CGY.TO)

46.31 +0.79 (+1.74%) CAD  |  TSX  |  Dec 20, 16:00
46.31 0.00 (0.00%) After-Hours: 16:00
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Calian Group Max Drawdown (5Y): 37.11% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Badger Infrastructure Solutions Ltd 61.09%
Exchange Income Corp 68.18%
Bactech Environmental Corp 92.86%
Beyond Medical Technologies Inc 99.64%
Sharc International Systems Inc 97.40%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.230
Beta (5Y) 0.8205
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.47%
Historical Sharpe Ratio (5Y) 0.1288
Historical Sortino (5Y) 0.2017
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.94%