Canada Goose Holdings Inc (GOOS)
9.50
+0.17
(+1.82%)
USD |
NYSE |
Nov 21, 16:00
9.50
0.00 (0.00%)
After-Hours: 20:00
Canada Goose Holdings Max Drawdown (5Y): 85.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.70% |
| September 30, 2024 | 85.70% |
| August 31, 2024 | 85.70% |
| July 31, 2024 | 85.70% |
| June 30, 2024 | 85.70% |
| May 31, 2024 | 85.70% |
| April 30, 2024 | 85.70% |
| March 31, 2024 | 85.70% |
| February 29, 2024 | 85.70% |
| January 31, 2024 | 85.70% |
| December 31, 2023 | 85.70% |
| November 30, 2023 | 85.70% |
| October 31, 2023 | 84.15% |
| September 30, 2023 | 79.37% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
53.00%
Minimum
Nov 2019
85.70%
Maximum
Nov 2023
78.76%
Average
78.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.91 |
| Beta (5Y) | 1.346 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.61% |
| Historical Sharpe Ratio (5Y) | -0.5439 |
| Historical Sortino (5Y) | -0.988 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.63% |