Empire Co Ltd (EMP.A.TO)
31.96
-0.03
(-0.09%)
CAD |
TSX |
Apr 23, 16:00
31.96
0.00 (0.00%)
After-Hours: 16:00
Empire Max Drawdown (5Y): 34.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 51.13% |
June 30, 2020 | 51.13% |
May 31, 2020 | 51.13% |
April 30, 2020 | 51.13% |
March 31, 2020 | 51.13% |
February 29, 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
Apr 2019
43.75%
Average
50.24%
Median
Max Drawdown (5Y) Benchmarks
George Weston Ltd | 27.06% |
PesoRama Inc | -- |
Loblaw Companies Ltd | 20.74% |
Metro Inc | 19.06% |
HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.683 |
Beta (5Y) | 0.4889 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.01% |
Historical Sharpe Ratio (5Y) | 0.1199 |
Historical Sortino (5Y) | 0.2076 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.28% |