Canadian Tire Corp Ltd (CTC.TO)
223.00
-1.00
(-0.45%)
CAD |
TSX |
Nov 13, 16:00
Canadian Tire Max Drawdown (5Y): 49.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 49.73% |
September 30, 2024 | 49.73% |
August 31, 2024 | 49.73% |
July 31, 2024 | 48.65% |
June 30, 2024 | 46.18% |
May 31, 2024 | 44.46% |
April 30, 2024 | 43.86% |
March 31, 2024 | 41.45% |
February 29, 2024 | 41.45% |
January 31, 2024 | 41.45% |
December 31, 2023 | 41.45% |
November 30, 2023 | 41.45% |
October 31, 2023 | 41.45% |
September 30, 2023 | 41.45% |
August 31, 2023 | 41.45% |
July 31, 2023 | 41.45% |
June 30, 2023 | 41.45% |
May 31, 2023 | 41.45% |
April 30, 2023 | 41.45% |
March 31, 2023 | 41.45% |
February 28, 2023 | 41.45% |
January 31, 2023 | 41.45% |
December 31, 2022 | 41.45% |
November 30, 2022 | 41.45% |
October 31, 2022 | 37.66% |
Date | Value |
---|---|
September 30, 2022 | 37.30% |
August 31, 2022 | 37.30% |
July 31, 2022 | 37.09% |
June 30, 2022 | 35.10% |
May 31, 2022 | 35.10% |
April 30, 2022 | 35.10% |
March 31, 2022 | 35.10% |
February 28, 2022 | 35.10% |
January 31, 2022 | 35.10% |
December 31, 2021 | 35.10% |
November 30, 2021 | 35.10% |
October 31, 2021 | 35.10% |
September 30, 2021 | 35.10% |
August 31, 2021 | 35.10% |
July 31, 2021 | 35.10% |
June 30, 2021 | 35.10% |
May 31, 2021 | 35.10% |
April 30, 2021 | 35.10% |
March 31, 2021 | 35.10% |
February 28, 2021 | 35.10% |
January 31, 2021 | 35.10% |
December 31, 2020 | 35.10% |
November 30, 2020 | 35.10% |
October 31, 2020 | 35.10% |
September 30, 2020 | 35.10% |
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
31.88%
Minimum
Nov 2019
49.73%
Maximum
Aug 2024
38.34%
Average
35.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Green River Gold Corp | 85.00% |
Aether Catalyst Solutions Inc | 93.33% |
JIVA Technologies Inc | 100.00% |
Nextech3d AI Corp | 99.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.372 |
Beta (5Y) | 0.5818 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.22% |
Historical Sharpe Ratio (5Y) | 0.0744 |
Historical Sortino (5Y) | 0.1147 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.02% |