Canadian National Railway Co (CNI)
112.32
+3.31
(+3.04%)
USD |
NYSE |
Nov 06, 16:00
112.02
-0.30
(-0.27%)
Pre-Market: 08:27
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 | 29.11% |
December 31, 2020 | 29.11% |
November 30, 2020 | 29.17% |
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
Dec 2020
35.14%
Maximum
Nov 2019
30.31%
Average
29.11%
Median
Dec 2020
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% |