Saputo Inc (SAP.TO)
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Nov 21, 16:00
Saputo Max Drawdown (5Y): 43.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.50% |
| September 30, 2024 | 43.50% |
| August 31, 2024 | 43.50% |
| July 31, 2024 | 43.50% |
| June 30, 2024 | 43.50% |
| May 31, 2024 | 43.50% |
| April 30, 2024 | 43.50% |
| March 31, 2024 | 43.50% |
| February 29, 2024 | 43.50% |
| January 31, 2024 | 43.50% |
| December 31, 2023 | 43.50% |
| November 30, 2023 | 43.50% |
| October 31, 2023 | 43.50% |
| September 30, 2023 | 43.50% |
| August 31, 2023 | 43.50% |
| July 31, 2023 | 43.50% |
| June 30, 2023 | 43.50% |
| May 31, 2023 | 43.50% |
| April 30, 2023 | 43.50% |
| March 31, 2023 | 43.50% |
| February 28, 2023 | 43.50% |
| January 31, 2023 | 43.50% |
| December 31, 2022 | 43.50% |
| November 30, 2022 | 43.50% |
| October 31, 2022 | 43.50% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.50% |
| August 31, 2022 | 43.50% |
| July 31, 2022 | 43.50% |
| June 30, 2022 | 43.50% |
| May 31, 2022 | 43.50% |
| April 30, 2022 | 38.78% |
| March 31, 2022 | 38.78% |
| February 28, 2022 | 38.78% |
| January 31, 2022 | 38.78% |
| December 31, 2021 | 37.42% |
| November 30, 2021 | 36.09% |
| October 31, 2021 | 35.86% |
| September 30, 2021 | 35.86% |
| August 31, 2021 | 35.86% |
| July 31, 2021 | 35.86% |
| June 30, 2021 | 35.86% |
| May 31, 2021 | 35.86% |
| April 30, 2021 | 35.86% |
| March 31, 2021 | 35.86% |
| February 28, 2021 | 35.86% |
| January 31, 2021 | 35.86% |
| December 31, 2020 | 35.86% |
| November 30, 2020 | 35.86% |
| October 31, 2020 | 35.86% |
| September 30, 2020 | 35.86% |
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
22.07%
Minimum
Nov 2019
43.50%
Maximum
May 2022
38.99%
Average
41.14%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.894 |
| Beta (5Y) | 0.2871 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.65% |
| Historical Sharpe Ratio (5Y) | -0.3209 |
| Historical Sortino (5Y) | -0.4661 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.31% |