MTY Food Group Inc (MTY.TO)
46.05
+0.45
(+0.99%)
CAD |
TSX |
Nov 22, 16:00
MTY Food Group Max Drawdown (5Y): 77.02% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 77.02% |
| August 31, 2024 | 77.02% |
| July 31, 2024 | 77.02% |
| June 30, 2024 | 77.02% |
| May 31, 2024 | 77.02% |
| April 30, 2024 | 77.02% |
| March 31, 2024 | 77.02% |
| February 29, 2024 | 77.02% |
| January 31, 2024 | 77.02% |
| December 31, 2023 | 77.02% |
| November 30, 2023 | 77.02% |
| October 31, 2023 | 77.02% |
| September 30, 2023 | 77.02% |
| August 31, 2023 | 77.02% |
| July 31, 2023 | 77.02% |
| June 30, 2023 | 77.02% |
| May 31, 2023 | 77.02% |
| April 30, 2023 | 77.02% |
| March 31, 2023 | 77.02% |
| February 28, 2023 | 77.02% |
| January 31, 2023 | 77.02% |
| December 31, 2022 | 77.02% |
| November 30, 2022 | 77.02% |
| October 31, 2022 | 77.02% |
| September 30, 2022 | 77.02% |
| Date | Value |
|---|---|
| August 31, 2022 | 77.02% |
| July 31, 2022 | 77.02% |
| June 30, 2022 | 77.02% |
| May 31, 2022 | 77.02% |
| April 30, 2022 | 77.02% |
| March 31, 2022 | 77.02% |
| February 28, 2022 | 77.02% |
| January 31, 2022 | 77.02% |
| December 31, 2021 | 77.02% |
| November 30, 2021 | 77.02% |
| October 31, 2021 | 77.02% |
| September 30, 2021 | 77.02% |
| August 31, 2021 | 77.02% |
| July 31, 2021 | 77.02% |
| June 30, 2021 | 77.02% |
| May 31, 2021 | 77.02% |
| April 30, 2021 | 77.02% |
| March 31, 2021 | 77.02% |
| February 28, 2021 | 77.02% |
| January 31, 2021 | 77.02% |
| December 31, 2020 | 77.02% |
| November 30, 2020 | 77.02% |
| October 31, 2020 | 77.02% |
| September 30, 2020 | 77.02% |
| August 31, 2020 | 77.02% |
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
28.38%
Minimum
Nov 2019
77.02%
Maximum
Mar 2020
73.77%
Average
77.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boston Pizza Royalties Income Fund | 71.11% |
| Gamehost Inc | 67.68% |
| The Keg Royalties Income Fund | 69.86% |
| SIR Royalty Income Fund | 91.22% |
| Pizza Pizza Royalty Corp | 61.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.63 |
| Beta (5Y) | 1.964 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.35% |
| Historical Sharpe Ratio (5Y) | -0.1535 |
| Historical Sortino (5Y) | -0.1933 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.40% |