Caldwell Partners International Inc (CWL.TO)
0.89
+0.03
(+3.49%)
CAD |
TSX |
Mar 28, 16:00
Caldwell Partners International Max Drawdown (5Y): 76.34% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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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) | -17.51 |
| Beta (5Y) | 0.9590 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.78% |
| Historical Sharpe Ratio (5Y) | -0.1344 |
| Historical Sortino (5Y) | -0.3351 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.65% |