Empire Co Ltd (EMP.A.TO)

43.92 +0.70 (+1.62%) CAD  |  TSX  |  Dec 23, 16:00
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Empire Max Drawdown (5Y): 34.50% 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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George Weston Ltd 27.06%
PesoRama Inc --
The Tinley Beverage Co Inc 97.75%
SBD Capital Corp 99.66%
HYTN Innovations Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.324
Beta (5Y) 0.5204
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.35%
Historical Sharpe Ratio (5Y) 0.143
Historical Sortino (5Y) 0.2688
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.59%