Chorus Aviation Inc (CHR.TO)
3.31
0.00 (0.00%)
CAD |
TSX |
Nov 22, 10:37
Chorus Aviation Max Drawdown (5Y): 75.61% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 75.61% |
| August 31, 2024 | 75.61% |
| July 31, 2024 | 75.61% |
| June 30, 2024 | 75.61% |
| May 31, 2024 | 75.61% |
| April 30, 2024 | 75.61% |
| March 31, 2024 | 75.61% |
| February 29, 2024 | 75.22% |
| January 31, 2024 | 75.22% |
| December 31, 2023 | 75.22% |
| November 30, 2023 | 75.22% |
| October 31, 2023 | 75.22% |
| September 30, 2023 | 75.22% |
| August 31, 2023 | 75.22% |
| July 31, 2023 | 75.22% |
| June 30, 2023 | 75.22% |
| May 31, 2023 | 75.22% |
| April 30, 2023 | 75.22% |
| March 31, 2023 | 75.22% |
| February 28, 2023 | 75.22% |
| January 31, 2023 | 75.22% |
| December 31, 2022 | 75.22% |
| November 30, 2022 | 75.22% |
| October 31, 2022 | 75.22% |
| September 30, 2022 | 75.22% |
| Date | Value |
|---|---|
| August 31, 2022 | 75.22% |
| July 31, 2022 | 75.22% |
| June 30, 2022 | 75.22% |
| May 31, 2022 | 75.22% |
| April 30, 2022 | 75.22% |
| March 31, 2022 | 75.22% |
| February 28, 2022 | 75.22% |
| January 31, 2022 | 75.22% |
| December 31, 2021 | 75.22% |
| November 30, 2021 | 75.22% |
| October 31, 2021 | 75.22% |
| September 30, 2021 | 75.22% |
| August 31, 2021 | 75.22% |
| July 31, 2021 | 75.22% |
| June 30, 2021 | 75.22% |
| May 31, 2021 | 75.22% |
| April 30, 2021 | 75.22% |
| March 31, 2021 | 75.22% |
| February 28, 2021 | 75.22% |
| January 31, 2021 | 75.22% |
| December 31, 2020 | 75.22% |
| November 30, 2020 | 75.22% |
| October 31, 2020 | 75.22% |
| September 30, 2020 | 75.22% |
| August 31, 2020 | 75.22% |
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
45.85%
Minimum
Nov 2019
75.61%
Maximum
Mar 2024
73.28%
Average
75.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cargojet Inc | 67.19% |
| Wildpack Beverage Inc | -- |
| Air Canada | 76.68% |
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.56 |
| Beta (5Y) | 2.142 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.66% |
| Historical Sharpe Ratio (5Y) | -0.3465 |
| Historical Sortino (5Y) | -0.544 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.93% |