Canadian Pacific Kansas City Ltd (CP)

72.26 +1.16 (+1.63%) USD  |  NYSE  |  Dec 20, 16:00
72.75 +0.49 (+0.68%) After-Hours: 20:00
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Canadian Pacific Kansas City Max Drawdown (5Y): 33.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CSX Corp 40.55%
Norfolk Southern Corp 44.42%
Union Pacific Corp 38.71%
USD Partners LP 99.84%
Pony Group Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.419
Beta (5Y) 0.9589
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.84%
Historical Sharpe Ratio (5Y) 0.3377
Historical Sortino (5Y) 0.5356
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.12%