Loblaw Companies Ltd (LBLCF)

132.74 -0.58 (-0.44%) USD  |  OTCM  |  Dec 20, 16:00
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Loblaw Max Drawdown (5Y): 23.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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SNDL Inc 99.04%
Ingles Markets Inc 38.97%
Village Super Market Inc 46.83%
Weis Markets Inc 47.49%
Sprouts Farmers Market Inc 62.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 12.10
Beta (5Y) 0.5017
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.79%
Historical Sharpe Ratio (5Y) 0.95
Historical Sortino (5Y) 1.652
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.34%