Saputo Inc (SAP.TO)

25.05 +0.02 (+0.08%) CAD  |  TSX  |  Dec 24, 16:00
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Saputo Max Drawdown (5Y): 43.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
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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The Tinley Beverage Co Inc 97.75%
SBD Capital Corp 99.66%
Forte Group Holdings Inc --
Sweet Poison Spirits Inc 99.52%
HYTN Innovations Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.15
Beta (5Y) 0.2621
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.80%
Historical Sharpe Ratio (5Y) -0.3764
Historical Sortino (5Y) -0.5565
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.31%