Mullen Group Ltd (MTL.TO)
15.47
+0.13
(+0.85%)
CAD |
TSX |
Nov 21, 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% |