Canadian National Railway Co (CNR.TO)
150.98
+0.63
(+0.42%)
CAD |
TSX |
Nov 01, 16:00
Canadian National Railway Max Drawdown (5Y): 24.43% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 24.43% |
August 31, 2024 | 24.43% |
July 31, 2024 | 24.43% |
June 30, 2024 | 24.43% |
May 31, 2024 | 24.43% |
April 30, 2024 | 24.43% |
March 31, 2024 | 24.43% |
February 29, 2024 | 24.43% |
January 31, 2024 | 24.43% |
December 31, 2023 | 24.43% |
November 30, 2023 | 24.43% |
October 31, 2023 | 24.43% |
September 30, 2023 | 24.43% |
August 31, 2023 | 24.43% |
July 31, 2023 | 24.43% |
June 30, 2023 | 24.43% |
May 31, 2023 | 24.43% |
April 30, 2023 | 24.43% |
March 31, 2023 | 24.43% |
February 28, 2023 | 24.43% |
January 31, 2023 | 24.43% |
December 31, 2022 | 24.43% |
November 30, 2022 | 24.43% |
October 31, 2022 | 24.43% |
September 30, 2022 | 24.43% |
Date | Value |
---|---|
August 31, 2022 | 24.43% |
July 31, 2022 | 24.43% |
June 30, 2022 | 24.43% |
May 31, 2022 | 24.43% |
April 30, 2022 | 24.43% |
March 31, 2022 | 24.43% |
February 28, 2022 | 24.43% |
January 31, 2022 | 24.43% |
December 31, 2021 | 24.43% |
November 30, 2021 | 24.43% |
October 31, 2021 | 24.43% |
September 30, 2021 | 24.43% |
August 31, 2021 | 24.43% |
July 31, 2021 | 24.43% |
June 30, 2021 | 24.43% |
May 31, 2021 | 24.43% |
April 30, 2021 | 24.43% |
March 31, 2021 | 24.43% |
February 28, 2021 | 24.43% |
January 31, 2021 | 24.43% |
December 31, 2020 | 24.43% |
November 30, 2020 | 24.43% |
October 31, 2020 | 24.43% |
September 30, 2020 | 24.43% |
August 31, 2020 | 24.43% |
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
20.42%
Minimum
Nov 2019
24.43%
Maximum
Mar 2020
24.16%
Average
24.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Canadian Pacific Kansas City Ltd | 27.38% |
Air Canada | 76.68% |
Bombardier Inc | 94.84% |
Mullen Group Ltd | 77.32% |
TFI International Inc | 48.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4632 |
Beta (5Y) | 0.6844 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.69% |
Historical Sharpe Ratio (5Y) | 0.299 |
Historical Sortino (5Y) | 0.4955 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.40% |