Parkland Corp (PKI.TO)
42.68
-0.02
(-0.06%)
CAD |
TSX |
Apr 24, 14:05
Parkland Max Drawdown (5Y): 58.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 58.99% |
February 29, 2024 | 58.99% |
January 31, 2024 | 58.99% |
December 31, 2023 | 58.99% |
November 30, 2023 | 58.99% |
October 31, 2023 | 58.99% |
September 30, 2023 | 58.99% |
August 31, 2023 | 58.99% |
July 31, 2023 | 58.99% |
June 30, 2023 | 58.99% |
May 31, 2023 | 58.99% |
April 30, 2023 | 58.99% |
March 31, 2023 | 58.99% |
February 28, 2023 | 58.99% |
January 31, 2023 | 58.99% |
December 31, 2022 | 58.99% |
November 30, 2022 | 58.99% |
October 31, 2022 | 58.99% |
September 30, 2022 | 58.99% |
August 31, 2022 | 58.99% |
July 31, 2022 | 58.99% |
June 30, 2022 | 58.99% |
May 31, 2022 | 58.99% |
April 30, 2022 | 58.99% |
March 31, 2022 | 58.99% |
Date | Value |
---|---|
February 28, 2022 | 58.99% |
January 31, 2022 | 58.99% |
December 31, 2021 | 58.99% |
November 30, 2021 | 58.99% |
October 31, 2021 | 58.99% |
September 30, 2021 | 58.99% |
August 31, 2021 | 58.99% |
July 31, 2021 | 58.99% |
June 30, 2021 | 58.99% |
May 31, 2021 | 58.99% |
April 30, 2021 | 58.99% |
March 31, 2021 | 58.99% |
February 28, 2021 | 58.99% |
January 31, 2021 | 58.99% |
December 31, 2020 | 58.99% |
November 30, 2020 | 58.99% |
October 31, 2020 | 58.99% |
September 30, 2020 | 58.99% |
August 31, 2020 | 58.99% |
July 31, 2020 | 58.99% |
June 30, 2020 | 58.99% |
May 31, 2020 | 58.99% |
April 30, 2020 | 58.99% |
March 31, 2020 | 58.99% |
February 29, 2020 | 30.59% |
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
30.59%
Minimum
Apr 2019
58.99%
Maximum
Mar 2020
53.78%
Average
58.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ARC Resources Ltd | 86.79% |
Headwater Exploration Inc | 67.49% |
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
Canadian Overseas Petroleum Ltd | 99.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.348 |
Beta (5Y) | 1.322 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.12% |
Historical Sharpe Ratio (5Y) | 0.0813 |
Historical Sortino (5Y) | 0.0961 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.31% |