Nutrien Ltd (NTR.TO)
67.50
+1.11
(+1.67%)
CAD |
TSX |
Nov 01, 16:00
Nutrien Max Drawdown (5Y): 54.19% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 54.19% |
| August 31, 2024 | 53.14% |
| July 31, 2024 | 51.88% |
| June 30, 2024 | 51.88% |
| May 31, 2024 | 51.88% |
| April 30, 2024 | 51.88% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
54.19%
Maximum
Sep 2024
48.32%
Average
49.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Altius Minerals Corp | 56.55% |
| Iamgold Corp | 83.52% |
| Franco-Nevada Corp | 38.29% |
| Eldorado Gold Corp | 77.13% |
| Bee Vectoring Technologies International Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.621 |
| Beta (5Y) | 0.9687 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.66% |
| Historical Sharpe Ratio (5Y) | 0.0288 |
| Historical Sortino (5Y) | 0.0501 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.10% |