Calian Group Ltd (CGY.TO)
48.50
+0.68
(+1.43%)
CAD |
TSX |
Nov 04, 13:19
Calian Group Max Drawdown (5Y): 37.11% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 37.11% |
| August 31, 2024 | 34.62% |
| July 31, 2024 | 33.55% |
| June 30, 2024 | 33.55% |
| May 31, 2024 | 33.55% |
| April 30, 2024 | 33.55% |
| March 31, 2024 | 33.55% |
| February 29, 2024 | 33.55% |
| January 31, 2024 | 33.55% |
| December 31, 2023 | 33.55% |
| November 30, 2023 | 33.55% |
| October 31, 2023 | 33.55% |
| September 30, 2023 | 27.58% |
| August 31, 2023 | 26.28% |
| July 31, 2023 | 26.13% |
| June 30, 2023 | 26.13% |
| May 31, 2023 | 26.13% |
| April 30, 2023 | 26.13% |
| March 31, 2023 | 26.13% |
| February 28, 2023 | 26.13% |
| January 31, 2023 | 26.13% |
| December 31, 2022 | 26.13% |
| November 30, 2022 | 26.13% |
| October 31, 2022 | 26.13% |
| September 30, 2022 | 26.13% |
| Date | Value |
|---|---|
| August 31, 2022 | 26.13% |
| July 31, 2022 | 26.13% |
| June 30, 2022 | 26.13% |
| May 31, 2022 | 26.13% |
| April 30, 2022 | 26.13% |
| March 31, 2022 | 26.13% |
| February 28, 2022 | 26.13% |
| January 31, 2022 | 26.13% |
| December 31, 2021 | 26.13% |
| November 30, 2021 | 26.13% |
| October 31, 2021 | 26.13% |
| September 30, 2021 | 26.13% |
| August 31, 2021 | 26.13% |
| July 31, 2021 | 26.13% |
| June 30, 2021 | 26.13% |
| May 31, 2021 | 26.13% |
| April 30, 2021 | 26.13% |
| March 31, 2021 | 26.13% |
| February 28, 2021 | 26.13% |
| January 31, 2021 | 26.13% |
| December 31, 2020 | 26.13% |
| November 30, 2020 | 26.13% |
| October 31, 2020 | 26.13% |
| September 30, 2020 | 26.13% |
| August 31, 2020 | 26.71% |
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
26.13%
Minimum
Sep 2020
37.11%
Maximum
Sep 2024
27.84%
Average
26.13%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Badger Infrastructure Solutions Ltd | 61.09% |
| Exchange Income Corp | 68.18% |
| Information Services Corp | 40.21% |
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.282 |
| Beta (5Y) | 0.8619 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.34% |
| Historical Sharpe Ratio (5Y) | 0.1819 |
| Historical Sortino (5Y) | 0.2819 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.94% |