Nutrien Ltd (NTR.TO)
71.12
-0.52
(-0.73%)
CAD |
TSX |
Apr 25, 16:00
Nutrien Max Drawdown (5Y): 51.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 51.88% |
February 29, 2024 | 51.88% |
January 31, 2024 | 51.80% |
December 31, 2023 | 49.82% |
November 30, 2023 | 49.82% |
October 31, 2023 | 49.82% |
September 30, 2023 | 49.82% |
August 31, 2023 | 49.82% |
July 31, 2023 | 49.82% |
June 30, 2023 | 49.82% |
May 31, 2023 | 49.82% |
April 30, 2023 | 49.82% |
March 31, 2023 | 49.82% |
February 28, 2023 | 49.82% |
January 31, 2023 | 49.82% |
December 31, 2022 | 49.82% |
November 30, 2022 | 49.82% |
October 31, 2022 | 49.82% |
September 30, 2022 | 49.82% |
August 31, 2022 | 49.82% |
July 31, 2022 | 49.82% |
June 30, 2022 | 49.82% |
May 31, 2022 | 49.82% |
April 30, 2022 | 49.82% |
March 31, 2022 | 49.82% |
Date | Value |
---|---|
February 28, 2022 | 49.82% |
January 31, 2022 | 49.82% |
December 31, 2021 | 49.82% |
November 30, 2021 | 49.82% |
October 31, 2021 | 49.82% |
September 30, 2021 | 49.82% |
August 31, 2021 | 49.82% |
July 31, 2021 | 49.82% |
June 30, 2021 | 49.82% |
May 31, 2021 | 49.82% |
April 30, 2021 | 49.82% |
March 31, 2021 | 49.82% |
February 28, 2021 | 49.82% |
January 31, 2021 | 49.82% |
December 31, 2020 | 49.82% |
November 30, 2020 | 49.82% |
October 31, 2020 | 49.82% |
September 30, 2020 | 49.82% |
August 31, 2020 | 49.82% |
July 31, 2020 | 49.82% |
June 30, 2020 | 49.82% |
May 31, 2020 | 49.82% |
April 30, 2020 | 49.82% |
March 31, 2020 | 49.82% |
February 29, 2020 | 25.53% |
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
20.67%
Minimum
Apr 2019
51.88%
Maximum
Feb 2024
44.68%
Average
49.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Agnico Eagle Mines Ltd | 54.78% |
Barrick Gold Corp | 52.92% |
Teck Resources Ltd | 76.93% |
Canfor Corp | 81.84% |
Karnalyte Resources Inc | 95.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.882 |
Beta (5Y) | 0.9893 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.05% |
Historical Sharpe Ratio (5Y) | 0.0742 |
Historical Sortino (5Y) | 0.128 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.91% |