Element Fleet Management Corp. (EFN.TO)
26.35
+0.02
(+0.08%)
CAD |
TSX |
Sep 04, 16:00
Element Fleet Management Max Drawdown (5Y) : 31.19% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 31.19% |
| July 31, 2026 | 31.19% |
| June 30, 2026 | 31.19% |
| May 31, 2026 | 28.94% |
| April 30, 2026 | 25.28% |
| March 31, 2026 | 25.28% |
| February 28, 2026 | 25.28% |
| January 31, 2026 | 25.28% |
| December 31, 2025 | 25.28% |
| November 30, 2025 | 25.28% |
| October 31, 2025 | 25.28% |
| September 30, 2025 | 25.28% |
| August 31, 2025 | 25.28% |
| July 31, 2025 | 25.28% |
| June 30, 2025 | 34.13% |
| May 31, 2025 | 34.13% |
| April 30, 2025 | 43.92% |
| March 31, 2025 | 43.92% |
| February 28, 2025 | 49.37% |
| January 31, 2025 | 49.37% |
| December 31, 2024 | 49.37% |
| November 30, 2024 | 49.37% |
| October 31, 2024 | 49.37% |
| September 30, 2024 | 49.37% |
| August 31, 2024 | 49.37% |
| Date | Value |
|---|---|
| July 31, 2024 | 49.37% |
| June 30, 2024 | 49.37% |
| May 31, 2024 | 49.37% |
| April 30, 2024 | 49.37% |
| March 31, 2024 | 49.37% |
| February 29, 2024 | 50.35% |
| January 31, 2024 | 53.46% |
| December 31, 2023 | 53.46% |
| November 30, 2023 | 58.61% |
| October 31, 2023 | 58.61% |
| September 30, 2023 | 58.61% |
| August 31, 2023 | 58.61% |
| July 31, 2023 | 60.79% |
| June 30, 2023 | 60.79% |
| May 31, 2023 | 62.94% |
| April 30, 2023 | 69.56% |
| March 31, 2023 | 74.09% |
| February 28, 2023 | 75.08% |
| January 31, 2023 | 75.08% |
| December 31, 2022 | 75.08% |
| November 30, 2022 | 75.08% |
| October 31, 2022 | 75.08% |
| September 30, 2022 | 75.08% |
| August 31, 2022 | 75.08% |
| July 31, 2022 | 75.08% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Black Diamond Group Ltd. | 37.32% |
| BacTech Environmental Corp. | 84.85% |
| Evolution PowerX Corp. | 61.67% |
| BQE Water, Inc. | 31.02% |
| Toromont Industries Ltd. | 22.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.776 |
| Beta (5Y) | 0.4793 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.67% |
| Historical Sharpe Ratio (5Y) | 0.5153 |
| Historical Sortino (5Y) | 0.9968 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.80% |