Maple Leaf Foods Inc (MFI.TO)
22.41
+1.11
(+5.21%)
CAD |
TSX |
Nov 14, 16:00
Maple Leaf Foods Max Drawdown (5Y): 42.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.17% |
| September 30, 2024 | 42.17% |
| August 31, 2024 | 42.17% |
| July 31, 2024 | 42.17% |
| June 30, 2024 | 42.17% |
| May 31, 2024 | 42.17% |
| April 30, 2024 | 42.17% |
| March 31, 2024 | 42.17% |
| February 29, 2024 | 42.17% |
| January 31, 2024 | 42.17% |
| December 31, 2023 | 42.17% |
| November 30, 2023 | 42.17% |
| October 31, 2023 | 42.17% |
| September 30, 2023 | 42.17% |
| August 31, 2023 | 42.17% |
| July 31, 2023 | 42.17% |
| June 30, 2023 | 42.17% |
| May 31, 2023 | 42.17% |
| April 30, 2023 | 42.17% |
| March 31, 2023 | 42.17% |
| February 28, 2023 | 42.17% |
| January 31, 2023 | 42.17% |
| December 31, 2022 | 42.17% |
| November 30, 2022 | 42.17% |
| October 31, 2022 | 42.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.17% |
| August 31, 2022 | 42.17% |
| July 31, 2022 | 42.17% |
| June 30, 2022 | 42.17% |
| May 31, 2022 | 42.17% |
| April 30, 2022 | 42.17% |
| March 31, 2022 | 42.17% |
| February 28, 2022 | 42.17% |
| January 31, 2022 | 42.17% |
| December 31, 2021 | 42.17% |
| November 30, 2021 | 42.17% |
| October 31, 2021 | 42.17% |
| September 30, 2021 | 42.17% |
| August 31, 2021 | 42.17% |
| July 31, 2021 | 42.17% |
| June 30, 2021 | 42.17% |
| May 31, 2021 | 42.17% |
| April 30, 2021 | 42.17% |
| March 31, 2021 | 42.17% |
| February 28, 2021 | 42.17% |
| January 31, 2021 | 42.17% |
| December 31, 2020 | 42.17% |
| November 30, 2020 | 42.17% |
| October 31, 2020 | 42.17% |
| September 30, 2020 | 42.17% |
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
37.45%
Minimum
Nov 2019
42.17%
Maximum
Mar 2020
41.85%
Average
42.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| George Weston Ltd | 27.06% |
| High Liner Foods Inc | 76.96% |
| The Tinley Beverage Co Inc | 97.75% |
| SBD Capital Corp | 99.39% |
| HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.422 |
| Beta (5Y) | 0.4755 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.80% |
| Historical Sharpe Ratio (5Y) | -0.0385 |
| Historical Sortino (5Y) | -0.0772 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.43% |