Empire Co Ltd (EMP.A.TO)
41.30
+0.27
(+0.66%)
CAD |
TSX |
Nov 21, 16:00
Empire Max Drawdown (5Y): 34.50% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 34.50% |
| August 31, 2024 | 34.50% |
| July 31, 2024 | 34.50% |
| June 30, 2024 | 34.50% |
| May 31, 2024 | 34.50% |
| April 30, 2024 | 34.50% |
| March 31, 2024 | 34.50% |
| February 29, 2024 | 34.50% |
| January 31, 2024 | 34.50% |
| December 31, 2023 | 34.50% |
| November 30, 2023 | 34.50% |
| October 31, 2023 | 34.50% |
| September 30, 2023 | 34.50% |
| August 31, 2023 | 34.50% |
| July 31, 2023 | 34.50% |
| June 30, 2023 | 34.50% |
| May 31, 2023 | 34.50% |
| April 30, 2023 | 34.50% |
| March 31, 2023 | 34.50% |
| February 28, 2023 | 34.50% |
| January 31, 2023 | 34.50% |
| December 31, 2022 | 34.50% |
| November 30, 2022 | 34.50% |
| October 31, 2022 | 34.50% |
| September 30, 2022 | 34.50% |
| Date | Value |
|---|---|
| August 31, 2022 | 34.50% |
| July 31, 2022 | 34.50% |
| June 30, 2022 | 36.42% |
| May 31, 2022 | 36.42% |
| April 30, 2022 | 36.42% |
| March 31, 2022 | 38.23% |
| February 28, 2022 | 38.23% |
| January 31, 2022 | 38.23% |
| December 31, 2021 | 45.76% |
| November 30, 2021 | 47.17% |
| October 31, 2021 | 49.34% |
| September 30, 2021 | 51.13% |
| August 31, 2021 | 51.13% |
| July 31, 2021 | 51.13% |
| June 30, 2021 | 51.13% |
| May 31, 2021 | 51.13% |
| April 30, 2021 | 51.13% |
| March 31, 2021 | 51.13% |
| February 28, 2021 | 51.13% |
| January 31, 2021 | 51.13% |
| December 31, 2020 | 51.13% |
| November 30, 2020 | 51.13% |
| October 31, 2020 | 51.13% |
| September 30, 2020 | 51.13% |
| August 31, 2020 | 51.13% |
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
34.50%
Minimum
Jul 2022
51.13%
Maximum
Nov 2019
41.93%
Average
36.42%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| George Weston Ltd | 27.06% |
| PesoRama Inc | -- |
| The Tinley Beverage Co Inc | 97.75% |
| SBD Capital Corp | 99.39% |
| HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.240 |
| Beta (5Y) | 0.5172 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.16% |
| Historical Sharpe Ratio (5Y) | 0.1157 |
| Historical Sortino (5Y) | 0.2007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.28% |