Canadian Pacific Kansas City Ltd (CP.TO)
105.08
+2.20
(+2.14%)
CAD |
TSX |
Nov 21, 16:00
Canadian Pacific Kansas City Max Drawdown (5Y): 27.38% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 27.38% |
August 31, 2024 | 27.38% |
July 31, 2024 | 27.38% |
June 30, 2024 | 27.38% |
May 31, 2024 | 27.38% |
April 30, 2024 | 27.38% |
March 31, 2024 | 27.38% |
February 29, 2024 | 27.38% |
January 31, 2024 | 27.38% |
December 31, 2023 | 27.38% |
November 30, 2023 | 27.38% |
October 31, 2023 | 27.38% |
September 30, 2023 | 27.38% |
August 31, 2023 | 27.38% |
July 31, 2023 | 27.38% |
June 30, 2023 | 27.38% |
May 31, 2023 | 27.38% |
April 30, 2023 | 27.38% |
March 31, 2023 | 27.38% |
February 28, 2023 | 27.38% |
January 31, 2023 | 27.38% |
December 31, 2022 | 27.38% |
November 30, 2022 | 27.38% |
October 31, 2022 | 27.38% |
September 30, 2022 | 27.38% |
Date | Value |
---|---|
August 31, 2022 | 27.38% |
July 31, 2022 | 27.38% |
June 30, 2022 | 27.38% |
May 31, 2022 | 27.38% |
April 30, 2022 | 27.38% |
March 31, 2022 | 27.38% |
February 28, 2022 | 27.38% |
January 31, 2022 | 27.38% |
December 31, 2021 | 27.38% |
November 30, 2021 | 27.38% |
October 31, 2021 | 27.38% |
September 30, 2021 | 27.38% |
August 31, 2021 | 27.38% |
July 31, 2021 | 27.38% |
June 30, 2021 | 27.38% |
May 31, 2021 | 27.38% |
April 30, 2021 | 29.42% |
March 31, 2021 | 33.95% |
February 28, 2021 | 33.95% |
January 31, 2021 | 33.95% |
December 31, 2020 | 33.95% |
November 30, 2020 | 33.95% |
October 31, 2020 | 37.75% |
September 30, 2020 | 37.75% |
August 31, 2020 | 37.75% |
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
27.38%
Minimum
May 2021
37.75%
Maximum
Nov 2019
30.08%
Average
27.38%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Canadian National Railway Co | 24.43% |
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) | 5.732 |
Beta (5Y) | 0.8317 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.60% |
Historical Sharpe Ratio (5Y) | 0.6351 |
Historical Sortino (5Y) | 1.011 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.69% |