Premium Brands Holdings Corp (PBH.TO)
79.75
+0.50
(+0.63%)
CAD |
TSX |
Nov 22, 16:00
Premium Brands Holdings Max Drawdown (5Y): 45.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.46% |
September 30, 2024 | 45.46% |
August 31, 2024 | 45.46% |
July 31, 2024 | 45.46% |
June 30, 2024 | 45.46% |
May 31, 2024 | 45.46% |
April 30, 2024 | 45.46% |
March 31, 2024 | 45.46% |
February 29, 2024 | 45.46% |
January 31, 2024 | 45.46% |
December 31, 2023 | 45.46% |
November 30, 2023 | 45.46% |
October 31, 2023 | 45.46% |
September 30, 2023 | 45.46% |
August 31, 2023 | 45.46% |
July 31, 2023 | 45.46% |
June 30, 2023 | 45.46% |
May 31, 2023 | 45.46% |
April 30, 2023 | 45.46% |
March 31, 2023 | 45.46% |
February 28, 2023 | 45.46% |
January 31, 2023 | 45.46% |
December 31, 2022 | 45.46% |
November 30, 2022 | 45.46% |
October 31, 2022 | 45.46% |
Date | Value |
---|---|
September 30, 2022 | 45.46% |
August 31, 2022 | 45.46% |
July 31, 2022 | 45.46% |
June 30, 2022 | 45.46% |
May 31, 2022 | 45.46% |
April 30, 2022 | 45.46% |
March 31, 2022 | 45.46% |
February 28, 2022 | 45.46% |
January 31, 2022 | 45.46% |
December 31, 2021 | 45.46% |
November 30, 2021 | 45.46% |
October 31, 2021 | 45.46% |
September 30, 2021 | 45.46% |
August 31, 2021 | 45.46% |
July 31, 2021 | 45.46% |
June 30, 2021 | 45.46% |
May 31, 2021 | 45.46% |
April 30, 2021 | 45.46% |
March 31, 2021 | 45.46% |
February 28, 2021 | 45.46% |
January 31, 2021 | 45.46% |
December 31, 2020 | 45.46% |
November 30, 2020 | 45.46% |
October 31, 2020 | 45.46% |
September 30, 2020 | 45.46% |
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
43.12%
Minimum
Nov 2019
45.46%
Maximum
Mar 2020
45.30%
Average
45.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.307 |
Beta (5Y) | 0.9646 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.15% |
Historical Sharpe Ratio (5Y) | 0.0214 |
Historical Sortino (5Y) | 0.0277 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.82% |