Cargojet Inc (CJT.TO)
138.07
+1.98
(+1.45%)
CAD |
TSX |
Nov 01, 16:00
Cargojet Max Drawdown (5Y): 67.19% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 67.19% |
| August 31, 2024 | 67.19% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2022 | 52.04% |
| July 31, 2022 | 52.04% |
| June 30, 2022 | 52.04% |
| May 31, 2022 | 42.23% |
| April 30, 2022 | 38.79% |
| March 31, 2022 | 38.79% |
| February 28, 2022 | 38.79% |
| January 31, 2022 | 38.79% |
| December 31, 2021 | 38.79% |
| November 30, 2021 | 38.79% |
| October 31, 2021 | 38.79% |
| September 30, 2021 | 38.79% |
| August 31, 2021 | 38.79% |
| July 31, 2021 | 38.79% |
| June 30, 2021 | 38.79% |
| May 31, 2021 | 38.79% |
| April 30, 2021 | 38.79% |
| March 31, 2021 | 38.79% |
| February 28, 2021 | 38.79% |
| January 31, 2021 | 38.79% |
| December 31, 2020 | 38.79% |
| November 30, 2020 | 38.79% |
| October 31, 2020 | 38.79% |
| September 30, 2020 | 38.79% |
| August 31, 2020 | 38.79% |
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
33.08%
Minimum
Nov 2019
67.19%
Maximum
Oct 2023
48.94%
Average
38.79%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Wildpack Beverage Inc | -- |
| Mullen Group Ltd | 77.32% |
| 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) | -1.137 |
| Beta (5Y) | 0.8741 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.70% |
| Historical Sharpe Ratio (5Y) | 0.1703 |
| Historical Sortino (5Y) | 0.3325 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.53% |