Caldwell Partners International Inc (CWL.TO)
1.05
-0.05
(-4.55%)
CAD |
TSX |
Nov 04, 11:59
Caldwell Partners International Max Drawdown (5Y): 76.34% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 76.34% |
August 31, 2024 | 76.34% |
July 31, 2024 | 76.34% |
June 30, 2024 | 76.34% |
May 31, 2024 | 76.34% |
April 30, 2024 | 76.34% |
March 31, 2024 | 76.34% |
February 29, 2024 | 76.34% |
January 31, 2024 | 76.34% |
December 31, 2023 | 76.34% |
November 30, 2023 | 76.34% |
October 31, 2023 | 75.27% |
September 30, 2023 | 71.33% |
August 31, 2023 | 68.46% |
July 31, 2023 | 65.23% |
June 30, 2023 | 65.23% |
May 31, 2023 | 62.01% |
April 30, 2023 | 60.37% |
March 31, 2023 | 60.37% |
February 28, 2023 | 60.37% |
January 31, 2023 | 60.37% |
December 31, 2022 | 60.37% |
November 30, 2022 | 60.37% |
October 31, 2022 | 60.37% |
September 30, 2022 | 60.37% |
Date | Value |
---|---|
August 31, 2022 | 60.37% |
July 31, 2022 | 60.37% |
June 30, 2022 | 60.37% |
May 31, 2022 | 60.37% |
April 30, 2022 | 60.37% |
March 31, 2022 | 60.37% |
February 28, 2022 | 60.37% |
January 31, 2022 | 60.37% |
December 31, 2021 | 60.37% |
November 30, 2021 | 60.37% |
October 31, 2021 | 60.37% |
September 30, 2021 | 60.37% |
August 31, 2021 | 60.37% |
July 31, 2021 | 60.37% |
June 30, 2021 | 60.37% |
May 31, 2021 | 60.37% |
April 30, 2021 | 60.37% |
March 31, 2021 | 60.37% |
February 28, 2021 | 60.37% |
January 31, 2021 | 60.37% |
December 31, 2020 | 60.37% |
November 30, 2020 | 60.37% |
October 31, 2020 | 60.37% |
September 30, 2020 | 60.37% |
August 31, 2020 | 60.37% |
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
50.76%
Minimum
Nov 2019
76.34%
Maximum
Nov 2023
63.03%
Average
60.37%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Baymount Inc | 88.89% |
BYT Holdings Ltd | -- |
Atkinsrealis Group Inc | 68.64% |
Stantec Inc | 25.75% |
WSP Global Inc | 37.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.29 |
Beta (5Y) | 1.079 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.42% |
Historical Sharpe Ratio (5Y) | -0.0841 |
Historical Sortino (5Y) | -0.1899 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.62% |