National Bank of Canada (NA.TO)
137.42
+0.33
(+0.24%)
CAD |
TSX |
Nov 21, 14:01
National Bank of Canada Max Drawdown (5Y): 48.22% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 48.22% |
| August 31, 2024 | 48.22% |
| July 31, 2024 | 48.22% |
| June 30, 2024 | 48.22% |
| May 31, 2024 | 48.22% |
| April 30, 2024 | 48.22% |
| March 31, 2024 | 48.22% |
| February 29, 2024 | 48.22% |
| January 31, 2024 | 48.22% |
| December 31, 2023 | 48.22% |
| November 30, 2023 | 48.22% |
| October 31, 2023 | 48.22% |
| September 30, 2023 | 48.22% |
| August 31, 2023 | 48.22% |
| July 31, 2023 | 48.22% |
| June 30, 2023 | 48.22% |
| May 31, 2023 | 48.22% |
| April 30, 2023 | 48.22% |
| March 31, 2023 | 48.22% |
| February 28, 2023 | 48.22% |
| January 31, 2023 | 48.22% |
| December 31, 2022 | 48.22% |
| November 30, 2022 | 48.22% |
| October 31, 2022 | 48.22% |
| September 30, 2022 | 48.22% |
| Date | Value |
|---|---|
| August 31, 2022 | 48.22% |
| July 31, 2022 | 48.22% |
| June 30, 2022 | 48.22% |
| May 31, 2022 | 48.22% |
| April 30, 2022 | 48.22% |
| March 31, 2022 | 48.22% |
| February 28, 2022 | 48.22% |
| January 31, 2022 | 48.22% |
| December 31, 2021 | 48.22% |
| November 30, 2021 | 48.22% |
| October 31, 2021 | 48.22% |
| September 30, 2021 | 48.22% |
| August 31, 2021 | 48.22% |
| July 31, 2021 | 48.22% |
| June 30, 2021 | 48.22% |
| May 31, 2021 | 48.22% |
| April 30, 2021 | 48.22% |
| March 31, 2021 | 48.22% |
| February 28, 2021 | 48.22% |
| January 31, 2021 | 48.22% |
| December 31, 2020 | 48.22% |
| November 30, 2020 | 48.22% |
| October 31, 2020 | 48.22% |
| September 30, 2020 | 48.22% |
| August 31, 2020 | 48.22% |
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
31.10%
Minimum
Nov 2019
48.22%
Maximum
Mar 2020
47.06%
Average
48.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Canadian Western Bank | 57.86% |
| Bank of Nova Scotia | 38.96% |
| Bank of Montreal | 45.58% |
| Royal Bank of Canada | 33.84% |
| Laurentian Bank of Canada | 49.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.419 |
| Beta (5Y) | 1.140 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.32% |
| Historical Sharpe Ratio (5Y) | 0.6516 |
| Historical Sortino (5Y) | 0.7229 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.83% |