Canadian National Railway Co (CNI)
106.84
+0.13
(+0.12%)
USD |
NYSE |
Nov 20, 16:00
106.93
+0.09
(+0.08%)
Pre-Market: 20:00
Canadian National Railway Max Drawdown (5Y): 29.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 29.11% |
| September 30, 2024 | 29.11% |
| August 31, 2024 | 29.11% |
| July 31, 2024 | 29.11% |
| June 30, 2024 | 29.11% |
| May 31, 2024 | 29.11% |
| April 30, 2024 | 29.11% |
| March 31, 2024 | 29.11% |
| February 29, 2024 | 29.11% |
| January 31, 2024 | 29.11% |
| December 31, 2023 | 29.11% |
| November 30, 2023 | 29.11% |
| October 31, 2023 | 29.11% |
| September 30, 2023 | 29.11% |
| August 31, 2023 | 29.11% |
| July 31, 2023 | 29.11% |
| June 30, 2023 | 29.11% |
| May 31, 2023 | 29.11% |
| April 30, 2023 | 29.11% |
| March 31, 2023 | 29.11% |
| February 28, 2023 | 29.11% |
| January 31, 2023 | 29.11% |
| December 31, 2022 | 29.11% |
| November 30, 2022 | 29.11% |
| October 31, 2022 | 29.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 29.11% |
| August 31, 2022 | 29.11% |
| July 31, 2022 | 29.11% |
| June 30, 2022 | 29.11% |
| May 31, 2022 | 29.11% |
| April 30, 2022 | 29.11% |
| March 31, 2022 | 29.11% |
| February 28, 2022 | 29.11% |
| January 31, 2022 | 29.11% |
| December 31, 2021 | 29.11% |
| November 30, 2021 | 29.11% |
| October 31, 2021 | 29.11% |
| September 30, 2021 | 29.11% |
| August 31, 2021 | 29.11% |
| July 31, 2021 | 29.11% |
| June 30, 2021 | 29.11% |
| May 31, 2021 | 29.11% |
| April 30, 2021 | 29.11% |
| March 31, 2021 | 29.11% |
| February 28, 2021 | 29.11% |
| January 31, 2021 | 29.17% |
| December 31, 2020 | 35.14% |
| November 30, 2020 | 35.14% |
| October 31, 2020 | 35.14% |
| September 30, 2020 | 35.14% |
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
29.11%
Minimum
Feb 2021
35.14%
Maximum
Nov 2019
30.52%
Average
29.11%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Norfolk Southern Corp | 44.42% |
| Union Pacific Corp | 38.71% |
| CSX Corp | 40.55% |
| USD Partners LP | 99.84% |
| Alaska Air Group Inc | 75.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.110 |
| Beta (5Y) | 0.8958 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.76% |
| Historical Sharpe Ratio (5Y) | 0.1587 |
| Historical Sortino (5Y) | 0.2559 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.35% |