Chorus Aviation Inc (CHR.TO)

2.94 +0.01 (+0.34%) CAD  |  TSX  |  Dec 20, 16:00
More

Chorus Aviation Max Drawdown (5Y): 75.61% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CHR.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Cargojet Inc 67.19%
Wildpack Beverage Inc --
Air Canada 76.68%
Bactech Environmental Corp 92.86%
Beyond Medical Technologies Inc 99.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -38.95
Beta (5Y) 2.156
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 56.99%
Historical Sharpe Ratio (5Y) -0.3133
Historical Sortino (5Y) -0.4936
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.93%