Great-West Lifeco Inc (GWO.TO)

47.09 -0.27 (-0.57%) CAD  |  TSX  |  Dec 24, 16:00
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Great-West Lifeco Max Drawdown (5Y): 44.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Power Corporation of Canada 49.16%
IGM Financial Inc 47.65%
Manulife Financial Corp 52.65%
Sun Life Financial Inc 45.97%
iA Financial Corp Inc 58.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.957
Beta (5Y) 0.8561
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.91%
Historical Sharpe Ratio (5Y) 0.5157
Historical Sortino (5Y) 0.5712
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.30%