Loblaw Companies Ltd (LBLCF)
127.63
+1.94
(+1.54%)
USD |
OTCM |
Nov 22, 11:06
Loblaw Max Drawdown (5Y): 23.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 23.67% |
| September 30, 2024 | 23.67% |
| August 31, 2024 | 23.67% |
| July 31, 2024 | 23.67% |
| June 30, 2024 | 23.67% |
| May 31, 2024 | 23.67% |
| April 30, 2024 | 23.67% |
| March 31, 2024 | 23.67% |
| February 29, 2024 | 23.67% |
| January 31, 2024 | 23.67% |
| December 31, 2023 | 23.67% |
| November 30, 2023 | 23.67% |
| October 31, 2023 | 23.67% |
| September 30, 2023 | 23.67% |
| August 31, 2023 | 23.67% |
| July 31, 2023 | 23.67% |
| June 30, 2023 | 23.67% |
| May 31, 2023 | 23.67% |
| April 30, 2023 | 23.67% |
| March 31, 2023 | 23.67% |
| February 28, 2023 | 23.67% |
| January 31, 2023 | 23.67% |
| December 31, 2022 | 23.67% |
| November 30, 2022 | 23.67% |
| October 31, 2022 | 23.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 23.67% |
| August 31, 2022 | 23.67% |
| July 31, 2022 | 23.67% |
| June 30, 2022 | 23.67% |
| May 31, 2022 | 23.67% |
| April 30, 2022 | 23.67% |
| March 31, 2022 | 23.67% |
| February 28, 2022 | 23.67% |
| January 31, 2022 | 23.67% |
| December 31, 2021 | 23.67% |
| November 30, 2021 | 23.67% |
| October 31, 2021 | 23.67% |
| September 30, 2021 | 23.67% |
| August 31, 2021 | 23.67% |
| July 31, 2021 | 23.67% |
| June 30, 2021 | 23.67% |
| May 31, 2021 | 23.67% |
| April 30, 2021 | 23.67% |
| March 31, 2021 | 23.67% |
| February 28, 2021 | 23.67% |
| January 31, 2021 | 23.67% |
| December 31, 2020 | 23.67% |
| November 30, 2020 | 23.67% |
| October 31, 2020 | 23.67% |
| September 30, 2020 | 23.67% |
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
21.25%
Minimum
Nov 2019
23.67%
Maximum
May 2020
23.49%
Average
23.67%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| MAV Beauty Brands Inc (DELISTED) | 100.00% |
| SNDL Inc | -- |
| Ingles Markets Inc | 38.97% |
| Village Super Market Inc | 46.83% |
| Sprouts Farmers Market Inc | 62.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.91 |
| Beta (5Y) | 0.5040 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.85% |
| Historical Sharpe Ratio (5Y) | 0.9279 |
| Historical Sortino (5Y) | 1.630 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.34% |