Canadian Pacific Kansas City Ltd. (CP)
89.59
-0.61
(-0.68%)
USD |
NYSE |
Jun 10, 16:00
89.59
0.00 (0.00%)
After-Hours: 17:24
Canadian Pacific Kansas City Max Drawdown (5Y) : 25.88% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 25.88% |
| April 30, 2026 | 25.88% |
| March 31, 2026 | 25.88% |
| February 28, 2026 | 25.88% |
| January 31, 2026 | 25.88% |
| December 31, 2025 | 25.88% |
| November 30, 2025 | 25.88% |
| October 31, 2025 | 25.88% |
| September 30, 2025 | 25.88% |
| August 31, 2025 | 25.88% |
| July 31, 2025 | 25.88% |
| June 30, 2025 | 25.88% |
| May 31, 2025 | 25.88% |
| April 30, 2025 | 25.88% |
| March 31, 2025 | 23.37% |
| February 28, 2025 | 33.70% |
| January 31, 2025 | 33.70% |
| December 31, 2024 | 33.70% |
| November 30, 2024 | 33.70% |
| October 31, 2024 | 33.70% |
| September 30, 2024 | 33.70% |
| August 31, 2024 | 33.70% |
| July 31, 2024 | 33.70% |
| June 30, 2024 | 33.70% |
| May 31, 2024 | 33.70% |
| Date | Value |
|---|---|
| April 30, 2024 | 33.70% |
| March 31, 2024 | 33.70% |
| February 29, 2024 | 33.70% |
| January 31, 2024 | 33.70% |
| December 31, 2023 | 33.70% |
| November 30, 2023 | 33.70% |
| October 31, 2023 | 33.70% |
| September 30, 2023 | 33.70% |
| August 31, 2023 | 33.70% |
| July 31, 2023 | 33.70% |
| June 30, 2023 | 33.70% |
| May 31, 2023 | 33.70% |
| April 30, 2023 | 33.70% |
| March 31, 2023 | 33.70% |
| February 28, 2023 | 33.70% |
| January 31, 2023 | 33.70% |
| December 31, 2022 | 33.70% |
| November 30, 2022 | 33.70% |
| October 31, 2022 | 33.70% |
| September 30, 2022 | 33.70% |
| August 31, 2022 | 33.70% |
| July 31, 2022 | 33.70% |
| June 30, 2022 | 33.70% |
| May 31, 2022 | 33.70% |
| April 30, 2022 | 33.70% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Norfolk Southern Corp. | 35.65% |
| Union Pacific Corp. | 31.83% |
| CSX Corp. | 29.45% |
| East Japan Railway Co. | 54.44% |
| Guangshen Railway Co., Ltd. | 82.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.38 |
| Beta (5Y) | 1.089 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.90% |
| Historical Sharpe Ratio (5Y) | -0.0358 |
| Historical Sortino (5Y) | -0.0766 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.90% |