Mullen Group Ltd (MTL.TO)

14.70 +0.07 (+0.48%) CAD  |  TSX  |  Dec 20, 16:00
14.70 0.00 (0.00%) After-Hours: 16:00
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Mullen Group Max Drawdown (5Y): 78.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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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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TFI International Inc 48.91%
Titanium Transportation Group Inc 66.67%
Westshore Terminals Investment Corp 58.95%
Chorus Aviation Inc 75.61%
Canadian National Railway Co 24.43%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.2824
Beta (5Y) 1.719
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.57%
Historical Sharpe Ratio (5Y) 0.4179
Historical Sortino (5Y) 0.5427
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.77%