Canadian Pacific Kansas City Ltd (CP)
75.19
+1.66
(+2.26%)
USD |
NYSE |
Nov 21, 16:00
75.35
+0.16
(+0.21%)
After-Hours: 20:00
Canadian Pacific Kansas City Max Drawdown (5Y): 33.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 33.70% |
| February 28, 2022 | 33.70% |
| January 31, 2022 | 33.70% |
| December 31, 2021 | 33.70% |
| November 30, 2021 | 33.70% |
| October 31, 2021 | 33.70% |
| September 30, 2021 | 33.70% |
| August 31, 2021 | 33.70% |
| July 31, 2021 | 33.70% |
| June 30, 2021 | 38.69% |
| May 31, 2021 | 42.89% |
| April 30, 2021 | 42.89% |
| March 31, 2021 | 42.89% |
| February 28, 2021 | 43.68% |
| January 31, 2021 | 46.76% |
| December 31, 2020 | 51.09% |
| November 30, 2020 | 51.09% |
| October 31, 2020 | 51.09% |
| September 30, 2020 | 51.09% |
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
33.70%
Minimum
Jul 2021
51.09%
Maximum
Nov 2019
38.68%
Average
33.70%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| CSX Corp | 40.55% |
| Union Pacific Corp | 38.71% |
| Norfolk Southern Corp | 44.42% |
| USD Partners LP | 99.84% |
| Pony Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.985 |
| Beta (5Y) | 0.9785 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.72% |
| Historical Sharpe Ratio (5Y) | 0.3901 |
| Historical Sortino (5Y) | 0.6074 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.12% |