Mullen Group Ltd (MTL.TO)
15.28
+0.22
(+1.46%)
CAD |
TSX |
Nov 01, 16:00
Mullen Group Max Drawdown (5Y): 77.32% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 77.32% |
| August 31, 2024 | 77.32% |
| July 31, 2024 | 77.32% |
| June 30, 2024 | 77.32% |
| May 31, 2024 | 77.32% |
| April 30, 2024 | 77.32% |
| March 31, 2024 | 77.32% |
| February 29, 2024 | 77.32% |
| January 31, 2024 | 77.32% |
| December 31, 2023 | 77.32% |
| November 30, 2023 | 77.32% |
| October 31, 2023 | 77.32% |
| September 30, 2023 | 77.32% |
| August 31, 2023 | 77.32% |
| July 31, 2023 | 77.32% |
| June 30, 2023 | 77.32% |
| May 31, 2023 | 77.32% |
| April 30, 2023 | 77.32% |
| March 31, 2023 | 77.32% |
| February 28, 2023 | 77.32% |
| January 31, 2023 | 77.32% |
| December 31, 2022 | 77.32% |
| November 30, 2022 | 77.32% |
| October 31, 2022 | 77.32% |
| September 30, 2022 | 77.32% |
| Date | Value |
|---|---|
| August 31, 2022 | 77.32% |
| July 31, 2022 | 77.32% |
| June 30, 2022 | 77.32% |
| May 31, 2022 | 77.32% |
| April 30, 2022 | 77.32% |
| March 31, 2022 | 77.32% |
| February 28, 2022 | 77.32% |
| January 31, 2022 | 77.32% |
| December 31, 2021 | 77.32% |
| November 30, 2021 | 77.32% |
| October 31, 2021 | 77.32% |
| September 30, 2021 | 77.32% |
| August 31, 2021 | 77.32% |
| July 31, 2021 | 77.32% |
| June 30, 2021 | 77.32% |
| May 31, 2021 | 77.32% |
| April 30, 2021 | 77.32% |
| March 31, 2021 | 77.32% |
| February 28, 2021 | 77.32% |
| January 31, 2021 | 77.32% |
| December 31, 2020 | 77.32% |
| November 30, 2020 | 77.32% |
| October 31, 2020 | 77.32% |
| September 30, 2020 | 77.32% |
| August 31, 2020 | 77.32% |
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
62.75%
Minimum
Nov 2019
77.32%
Maximum
Mar 2020
76.33%
Average
77.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| TFI International Inc | 48.91% |
| Cargojet Inc | 67.19% |
| Wildpack Beverage Inc | -- |
| Titanium Transportation Group Inc | 66.15% |
| Doman Building Materials Group Ltd | 54.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.184 |
| Beta (5Y) | 1.760 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.95% |
| Historical Sharpe Ratio (5Y) | 0.3348 |
| Historical Sortino (5Y) | 0.4421 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.77% |