The North West Co Inc (NWC.TO)
53.56
-0.16
(-0.30%)
CAD |
TSX |
Nov 14, 16:00
North West Max Drawdown (5Y): 47.34% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 47.34% |
| August 31, 2024 | 47.34% |
| July 31, 2024 | 47.34% |
| June 30, 2024 | 47.34% |
| May 31, 2024 | 47.34% |
| April 30, 2024 | 47.34% |
| March 31, 2024 | 47.34% |
| February 29, 2024 | 47.34% |
| January 31, 2024 | 47.34% |
| December 31, 2023 | 47.34% |
| November 30, 2023 | 47.34% |
| October 31, 2023 | 47.34% |
| September 30, 2023 | 47.34% |
| August 31, 2023 | 47.34% |
| July 31, 2023 | 47.34% |
| June 30, 2023 | 47.34% |
| May 31, 2023 | 47.34% |
| April 30, 2023 | 47.34% |
| March 31, 2023 | 47.34% |
| February 28, 2023 | 47.34% |
| January 31, 2023 | 47.34% |
| December 31, 2022 | 47.34% |
| November 30, 2022 | 47.34% |
| October 31, 2022 | 47.34% |
| September 30, 2022 | 47.34% |
| Date | Value |
|---|---|
| August 31, 2022 | 47.34% |
| July 31, 2022 | 47.34% |
| June 30, 2022 | 47.34% |
| May 31, 2022 | 47.34% |
| April 30, 2022 | 47.34% |
| March 31, 2022 | 47.34% |
| February 28, 2022 | 47.34% |
| January 31, 2022 | 47.34% |
| December 31, 2021 | 47.34% |
| November 30, 2021 | 47.34% |
| October 31, 2021 | 47.34% |
| September 30, 2021 | 47.34% |
| August 31, 2021 | 47.34% |
| July 31, 2021 | 47.34% |
| June 30, 2021 | 47.34% |
| May 31, 2021 | 47.34% |
| April 30, 2021 | 47.34% |
| March 31, 2021 | 47.34% |
| February 28, 2021 | 47.34% |
| January 31, 2021 | 47.34% |
| December 31, 2020 | 47.34% |
| November 30, 2020 | 47.34% |
| October 31, 2020 | 47.34% |
| September 30, 2020 | 47.34% |
| August 31, 2020 | 47.34% |
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
23.53%
Minimum
Nov 2019
47.34%
Maximum
Mar 2020
45.72%
Average
47.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Rogers Sugar Inc | 34.47% |
| Loblaw Companies Ltd | 20.74% |
| Metro Inc | 19.06% |
| Lassonde Industries Inc | 63.91% |
| HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.786 |
| Beta (5Y) | 0.6241 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.93% |
| Historical Sharpe Ratio (5Y) | 0.548 |
| Historical Sortino (5Y) | 0.8422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.27% |