Heroux-Devtek Inc (HRX.TO)
19.25
-0.28
(-1.43%)
CAD |
TSX |
May 03, 16:00
Heroux-Devtek Max Drawdown (5Y): 58.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.20% |
March 31, 2024 | 58.20% |
February 29, 2024 | 58.20% |
January 31, 2024 | 58.20% |
December 31, 2023 | 58.20% |
November 30, 2023 | 58.20% |
October 31, 2023 | 58.20% |
September 30, 2023 | 58.20% |
August 31, 2023 | 58.20% |
July 31, 2023 | 58.20% |
June 30, 2023 | 58.20% |
May 31, 2023 | 58.20% |
April 30, 2023 | 58.20% |
March 31, 2023 | 58.20% |
February 28, 2023 | 58.20% |
January 31, 2023 | 58.20% |
December 31, 2022 | 58.20% |
November 30, 2022 | 58.20% |
October 31, 2022 | 58.20% |
September 30, 2022 | 58.20% |
August 31, 2022 | 58.20% |
July 31, 2022 | 58.20% |
June 30, 2022 | 58.20% |
May 31, 2022 | 58.20% |
April 30, 2022 | 58.20% |
Date | Value |
---|---|
March 31, 2022 | 58.20% |
February 28, 2022 | 58.20% |
January 31, 2022 | 58.20% |
December 31, 2021 | 58.20% |
November 30, 2021 | 58.20% |
October 31, 2021 | 58.20% |
September 30, 2021 | 58.20% |
August 31, 2021 | 58.20% |
July 31, 2021 | 58.20% |
June 30, 2021 | 58.20% |
May 31, 2021 | 58.20% |
April 30, 2021 | 58.20% |
March 31, 2021 | 58.20% |
February 28, 2021 | 58.20% |
January 31, 2021 | 58.20% |
December 31, 2020 | 58.20% |
November 30, 2020 | 58.20% |
October 31, 2020 | 58.20% |
September 30, 2020 | 58.20% |
August 31, 2020 | 58.20% |
July 31, 2020 | 58.20% |
June 30, 2020 | 58.20% |
May 31, 2020 | 58.20% |
April 30, 2020 | 56.66% |
March 31, 2020 | 56.34% |
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
33.61%
Minimum
May 2019
58.20%
Maximum
May 2020
54.05%
Average
58.20%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Bombardier Inc | 94.84% |
CAE Inc | 64.89% |
Bactech Environmental Corp | 96.43% |
Beyond Medical Technologies Inc | 99.62% |
Sharc International Systems Inc | 98.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.348 |
Beta (5Y) | 1.649 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.70% |
Historical Sharpe Ratio (5Y) | 0.0553 |
Historical Sortino (5Y) | 0.0738 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |