Canada Goose Holdings Inc (GOOS.TO)
19.70
+0.16
(+0.82%)
CAD |
TSX |
May 31, 16:00
Canada Goose Holdings Max Drawdown (5Y): 82.34% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 82.34% |
April 30, 2024 | 82.34% |
March 31, 2024 | 82.34% |
February 29, 2024 | 82.34% |
January 31, 2024 | 82.34% |
December 31, 2023 | 82.34% |
November 30, 2023 | 82.34% |
October 31, 2023 | 80.38% |
September 30, 2023 | 78.85% |
August 31, 2023 | 77.96% |
July 31, 2023 | 77.96% |
June 30, 2023 | 77.96% |
May 31, 2023 | 77.96% |
April 30, 2023 | 77.96% |
March 31, 2023 | 77.96% |
February 28, 2023 | 77.96% |
January 31, 2023 | 77.96% |
December 31, 2022 | 77.96% |
November 30, 2022 | 77.96% |
October 31, 2022 | 77.47% |
September 30, 2022 | 77.47% |
August 31, 2022 | 77.47% |
July 31, 2022 | 77.47% |
June 30, 2022 | 77.47% |
May 31, 2022 | 77.47% |
Date | Value |
---|---|
April 30, 2022 | 77.47% |
March 31, 2022 | 77.47% |
February 28, 2022 | 77.47% |
January 31, 2022 | 77.47% |
December 31, 2021 | 77.47% |
November 30, 2021 | 77.47% |
October 31, 2021 | 77.47% |
September 30, 2021 | 77.47% |
August 31, 2021 | 77.47% |
July 31, 2021 | 77.47% |
June 30, 2021 | 77.47% |
May 31, 2021 | 77.47% |
April 30, 2021 | 77.47% |
March 31, 2021 | 77.47% |
February 28, 2021 | 77.47% |
January 31, 2021 | 77.47% |
December 31, 2020 | 77.47% |
November 30, 2020 | 77.47% |
October 31, 2020 | 77.47% |
September 30, 2020 | 77.47% |
August 31, 2020 | 77.47% |
July 31, 2020 | 77.47% |
June 30, 2020 | 77.47% |
May 31, 2020 | 77.47% |
April 30, 2020 | 77.47% |
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
52.25%
Minimum
Jun 2019
82.34%
Maximum
Nov 2023
74.63%
Average
77.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Linamar Corp | 70.80% |
Dorel Industries Inc | 94.43% |
Martinrea International Inc | 66.24% |
Aether Catalyst Solutions Inc | 93.33% |
SWMBRD Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.08 |
Beta (5Y) | 1.413 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.37% |
Historical Sharpe Ratio (5Y) | -0.3624 |
Historical Sortino (5Y) | -0.6783 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.56% |