Calian Group Ltd (CGY.TO)
48.18
-0.77
(-1.57%)
CAD |
TSX |
Nov 21, 16:00
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% |