Caldwell Partners International Inc (CWL.TO)

1.18 +0.01 (+0.85%) CAD  |  TSX  |  Dec 27, 16:00
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Caldwell Partners International Max Drawdown (5Y): 76.34% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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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) -16.75
Beta (5Y) 1.056
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 56.40%
Historical Sharpe Ratio (5Y) -0.1137
Historical Sortino (5Y) -0.2556
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.62%