Canada Goose Holdings Inc (GOOS)
12.06
+0.40
(+3.43%)
USD |
NYSE |
Mar 28, 16:00
12.06
0.00 (0.00%)
Pre-Market: 20:00
Canada Goose Holdings Max Drawdown (5Y): 83.07% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 83.07% |
January 31, 2024 | 83.07% |
December 31, 2023 | 83.07% |
November 30, 2023 | 83.07% |
October 31, 2023 | 81.25% |
September 30, 2023 | 79.21% |
August 31, 2023 | 78.79% |
July 31, 2023 | 78.79% |
June 30, 2023 | 78.79% |
May 31, 2023 | 78.79% |
April 30, 2023 | 78.79% |
March 31, 2023 | 78.79% |
February 28, 2023 | 78.79% |
January 31, 2023 | 78.79% |
December 31, 2022 | 78.79% |
November 30, 2022 | 78.79% |
October 31, 2022 | 78.79% |
September 30, 2022 | 78.79% |
August 31, 2022 | 78.79% |
July 31, 2022 | 78.79% |
June 30, 2022 | 78.79% |
May 31, 2022 | 78.79% |
April 30, 2022 | 78.79% |
March 31, 2022 | 78.79% |
February 28, 2022 | 78.79% |
Date | Value |
---|---|
January 31, 2022 | 78.79% |
December 31, 2021 | 78.79% |
November 30, 2021 | 78.79% |
October 31, 2021 | 78.79% |
September 30, 2021 | 78.79% |
August 31, 2021 | 78.79% |
July 31, 2021 | 78.79% |
June 30, 2021 | 78.79% |
May 31, 2021 | 78.79% |
April 30, 2021 | 78.79% |
March 31, 2021 | 78.79% |
February 28, 2021 | 78.79% |
January 31, 2021 | 78.79% |
December 31, 2020 | 78.79% |
November 30, 2020 | 78.79% |
October 31, 2020 | 78.79% |
September 30, 2020 | 78.79% |
August 31, 2020 | 78.79% |
July 31, 2020 | 78.79% |
June 30, 2020 | 78.79% |
May 31, 2020 | 78.79% |
April 30, 2020 | 78.79% |
March 31, 2020 | 78.79% |
February 29, 2020 | 61.28% |
January 31, 2020 | 57.17% |
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
41.68%
Minimum
Mar 2019
83.07%
Maximum
Nov 2023
73.78%
Average
78.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Worksport Ltd | 99.57% |
Summit Networks Inc | 98.74% |
Electrameccanica Vehicles Corp Ltd | 97.85% |
Vision Marine Technologies Inc | -- |
Inscape Corp (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -45.94 |
Beta (5Y) | 1.491 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.08% |
Historical Sharpe Ratio (5Y) | -0.5152 |
Historical Sortino (5Y) | -0.8909 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.67% |