Canada Goose Holdings Inc (GOOS)

10.13 +0.29 (+2.95%) USD  |  NYSE  |  Dec 20, 16:00
10.14 0.00 (0.00%) Pre-Market: 20:00
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Canada Goose Holdings Max Drawdown (5Y): 85.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Summit Networks Inc 98.74%
Vision Marine Technologies Inc --
Taiga Motors Corp --
EV Technology Group Ltd --
Damon Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -44.64
Beta (5Y) 1.337
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.82%
Historical Sharpe Ratio (5Y) -0.527
Historical Sortino (5Y) -0.9546
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.63%