Linamar Corp (LNR.TO)
61.85
+0.70
(+1.14%)
CAD |
TSX |
Nov 22, 16:00
Linamar Max Drawdown (5Y): 70.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.80% |
| September 30, 2024 | 70.80% |
| August 31, 2024 | 70.80% |
| July 31, 2024 | 70.80% |
| June 30, 2024 | 70.80% |
| May 31, 2024 | 70.80% |
| April 30, 2024 | 70.80% |
| March 31, 2024 | 70.80% |
| February 29, 2024 | 70.80% |
| January 31, 2024 | 70.80% |
| December 31, 2023 | 70.80% |
| November 30, 2023 | 70.80% |
| October 31, 2023 | 70.80% |
| September 30, 2023 | 70.80% |
| August 31, 2023 | 70.80% |
| July 31, 2023 | 70.80% |
| June 30, 2023 | 70.80% |
| May 31, 2023 | 70.80% |
| April 30, 2023 | 70.80% |
| March 31, 2023 | 70.80% |
| February 28, 2023 | 70.80% |
| January 31, 2023 | 70.80% |
| December 31, 2022 | 70.80% |
| November 30, 2022 | 70.80% |
| October 31, 2022 | 70.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.80% |
| August 31, 2022 | 70.80% |
| July 31, 2022 | 70.80% |
| June 30, 2022 | 70.80% |
| May 31, 2022 | 70.80% |
| April 30, 2022 | 70.80% |
| March 31, 2022 | 70.80% |
| February 28, 2022 | 70.80% |
| January 31, 2022 | 70.80% |
| December 31, 2021 | 70.80% |
| November 30, 2021 | 70.80% |
| October 31, 2021 | 70.80% |
| September 30, 2021 | 70.80% |
| August 31, 2021 | 70.80% |
| July 31, 2021 | 70.80% |
| June 30, 2021 | 70.80% |
| May 31, 2021 | 70.80% |
| April 30, 2021 | 70.80% |
| March 31, 2021 | 70.80% |
| February 28, 2021 | 70.80% |
| January 31, 2021 | 70.80% |
| December 31, 2020 | 70.80% |
| November 30, 2020 | 70.80% |
| October 31, 2020 | 70.80% |
| September 30, 2020 | 70.80% |
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
57.16%
Minimum
Nov 2019
70.80%
Maximum
Mar 2020
69.89%
Average
70.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Westport Fuel Systems Inc | 96.13% |
| Spectra Products Inc | 66.67% |
| Aether Catalyst Solutions Inc | 93.33% |
| Hypercharge Networks Corp | -- |
| SWMBRD Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.585 |
| Beta (5Y) | 1.454 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.87% |
| Historical Sharpe Ratio (5Y) | 0.1246 |
| Historical Sortino (5Y) | 0.2217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.08% |