Metro Inc (MRU.TO)

91.10 +0.67 (+0.74%) CAD  |  TSX  |  Dec 23, 16:00
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Metro Max Drawdown (5Y): 19.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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270.00
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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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Loblaw Companies Ltd 20.74%
The North West Co Inc 47.34%
The Tinley Beverage Co Inc 97.75%
SBD Capital Corp 99.66%
HYTN Innovations Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.244
Beta (5Y) 0.1523
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.06%
Historical Sharpe Ratio (5Y) 0.5799
Historical Sortino (5Y) 1.154
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.84%