The North West Co Inc (NWC.TO)

48.83 +0.01 (+0.02%) CAD  |  TSX  |  Dec 23, 16:00
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North West Max Drawdown (5Y): 47.34% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Loblaw Companies Ltd 20.74%
Metro Inc 19.06%
Rogers Sugar Inc 34.47%
The Tinley Beverage Co Inc 97.75%
HYTN Innovations Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.462
Beta (5Y) 0.5946
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.02%
Historical Sharpe Ratio (5Y) 0.5454
Historical Sortino (5Y) 0.8316
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.27%