Canadian Tire Corp Ltd (CTC.TO)
275.36
+22.03
(+8.70%)
CAD |
TSX |
Apr 29, 16:00
Canadian Tire Max Drawdown (5Y): 41.45% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 35.10% |
| July 31, 2020 | 35.10% |
| June 30, 2020 | 35.10% |
| May 31, 2020 | 35.10% |
| April 30, 2020 | 35.10% |
| March 31, 2020 | 35.10% |
| February 29, 2020 | 33.07% |
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
Apr 2019
41.45%
Maximum
Nov 2022
36.52%
Average
35.10%
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% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.479 |
| Beta (5Y) | 0.5823 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.90% |
| Historical Sharpe Ratio (5Y) | 0.0534 |
| Historical Sortino (5Y) | 0.0804 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.60% |