Canadian Tire Corp Ltd (CTC.A.TO)
129.56
+0.99
(+0.77%)
CAD |
TSX |
Apr 18, 16:00
Canadian Tire Max Drawdown (5Y): 58.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 58.17% |
February 29, 2024 | 58.17% |
January 31, 2024 | 58.17% |
December 31, 2023 | 58.17% |
November 30, 2023 | 58.17% |
October 31, 2023 | 58.17% |
September 30, 2023 | 58.17% |
August 31, 2023 | 58.17% |
July 31, 2023 | 58.17% |
June 30, 2023 | 58.17% |
May 31, 2023 | 58.17% |
April 30, 2023 | 58.17% |
March 31, 2023 | 58.17% |
February 28, 2023 | 58.17% |
January 31, 2023 | 58.17% |
December 31, 2022 | 58.17% |
November 30, 2022 | 58.17% |
October 31, 2022 | 58.17% |
September 30, 2022 | 58.17% |
August 31, 2022 | 58.17% |
July 31, 2022 | 58.17% |
June 30, 2022 | 58.17% |
May 31, 2022 | 58.17% |
April 30, 2022 | 58.17% |
March 31, 2022 | 58.17% |
Date | Value |
---|---|
February 28, 2022 | 58.17% |
January 31, 2022 | 58.17% |
December 31, 2021 | 58.17% |
November 30, 2021 | 58.17% |
October 31, 2021 | 58.17% |
September 30, 2021 | 58.17% |
August 31, 2021 | 58.17% |
July 31, 2021 | 58.17% |
June 30, 2021 | 58.17% |
May 31, 2021 | 58.17% |
April 30, 2021 | 58.17% |
March 31, 2021 | 58.17% |
February 28, 2021 | 58.17% |
January 31, 2021 | 58.17% |
December 31, 2020 | 58.17% |
November 30, 2020 | 58.17% |
October 31, 2020 | 58.17% |
September 30, 2020 | 58.17% |
August 31, 2020 | 58.17% |
July 31, 2020 | 58.17% |
June 30, 2020 | 58.17% |
May 31, 2020 | 58.17% |
April 30, 2020 | 58.17% |
March 31, 2020 | 58.17% |
February 29, 2020 | 25.94% |
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
23.60%
Minimum
Apr 2019
58.17%
Maximum
Mar 2020
52.17%
Average
58.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Green River Gold Corp | 65.00% |
Peekaboo Beans Inc | 98.64% |
Aether Catalyst Solutions Inc | -- |
PlantX Life Inc | 100.00% |
Nextech3d AI Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.60 |
Beta (5Y) | 1.413 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.39% |
Historical Sharpe Ratio (5Y) | 0.0065 |
Historical Sortino (5Y) | 0.0079 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.70% |