Cargojet Inc (CJT.TO)

103.64 +2.22 (+2.19%) CAD  |  TSX  |  Dec 20, 16:00
103.64 0.00 (0.00%) After-Hours: 16:26
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Cargojet Max Drawdown (5Y): 67.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Wildpack Beverage Inc --
Mullen Group Ltd 78.23%
Canadian National Railway Co 24.43%
Canadian Pacific Kansas City Ltd 27.38%
TFI International Inc 48.91%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.428
Beta (5Y) 0.8031
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.72%
Historical Sharpe Ratio (5Y) 0.0627
Historical Sortino (5Y) 0.1233
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.53%