Cargojet, Inc. (CJT.TO)
79.24
-1.20
(-1.49%)
CAD |
TSX |
Sep 04, 16:00
Cargojet Max Drawdown (5Y) : 69.54% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 69.54% |
| July 31, 2026 | 69.54% |
| June 30, 2026 | 69.54% |
| May 31, 2026 | 69.54% |
| April 30, 2026 | 69.54% |
| March 31, 2026 | 69.54% |
| February 28, 2026 | 69.54% |
| January 31, 2026 | 69.54% |
| December 31, 2025 | 69.54% |
| November 30, 2025 | 69.54% |
| October 31, 2025 | 69.54% |
| September 30, 2025 | 69.54% |
| August 31, 2025 | 69.54% |
| July 31, 2025 | 69.54% |
| June 30, 2025 | 69.54% |
| May 31, 2025 | 69.54% |
| April 30, 2025 | 69.54% |
| March 31, 2025 | 67.19% |
| February 28, 2025 | 67.19% |
| January 31, 2025 | 67.19% |
| December 31, 2024 | 67.19% |
| November 30, 2024 | 67.19% |
| October 31, 2024 | 67.19% |
| September 30, 2024 | 67.19% |
| August 31, 2024 | 67.19% |
| Date | Value |
|---|---|
| July 31, 2024 | 67.19% |
| June 30, 2024 | 67.19% |
| May 31, 2024 | 67.19% |
| April 30, 2024 | 67.19% |
| March 31, 2024 | 67.19% |
| February 29, 2024 | 67.19% |
| January 31, 2024 | 67.19% |
| December 31, 2023 | 67.19% |
| November 30, 2023 | 67.19% |
| October 31, 2023 | 67.19% |
| September 30, 2023 | 62.51% |
| August 31, 2023 | 61.69% |
| July 31, 2023 | 61.02% |
| June 30, 2023 | 60.69% |
| May 31, 2023 | 57.97% |
| April 30, 2023 | 57.97% |
| March 31, 2023 | 56.16% |
| February 28, 2023 | 53.97% |
| January 31, 2023 | 53.97% |
| December 31, 2022 | 53.97% |
| November 30, 2022 | 53.97% |
| October 31, 2022 | 53.97% |
| September 30, 2022 | 53.97% |
| August 31, 2022 | 52.04% |
| July 31, 2022 | 52.04% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Air Canada | 71.40% |
| Chorus Aviation, Inc. | 75.61% |
| Exchange Income Corp. | 21.49% |
| Mullen Group Ltd. | 31.53% |
| Westshore Terminals Investment Corp. | 39.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.97 |
| Beta (5Y) | 1.120 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.04% |
| Historical Sharpe Ratio (5Y) | -0.5512 |
| Historical Sortino (5Y) | -0.973 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.82% |