Savaria Corp (SIS.TO)
22.81
+0.18
(+0.80%)
CAD |
TSX |
Nov 21, 16:00
Savaria Max Drawdown (5Y): 62.17% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 62.17% |
| August 31, 2024 | 62.17% |
| July 31, 2024 | 62.17% |
| June 30, 2024 | 62.17% |
| May 31, 2024 | 62.17% |
| April 30, 2024 | 62.17% |
| March 31, 2024 | 62.17% |
| February 29, 2024 | 62.17% |
| January 31, 2024 | 62.17% |
| December 31, 2023 | 62.17% |
| November 30, 2023 | 62.17% |
| October 31, 2023 | 62.17% |
| September 30, 2023 | 62.17% |
| August 31, 2023 | 62.17% |
| July 31, 2023 | 62.17% |
| June 30, 2023 | 62.17% |
| May 31, 2023 | 62.17% |
| April 30, 2023 | 62.17% |
| March 31, 2023 | 62.17% |
| February 28, 2023 | 62.17% |
| January 31, 2023 | 62.17% |
| December 31, 2022 | 62.17% |
| November 30, 2022 | 62.17% |
| October 31, 2022 | 62.17% |
| September 30, 2022 | 62.17% |
| Date | Value |
|---|---|
| August 31, 2022 | 62.17% |
| July 31, 2022 | 62.17% |
| June 30, 2022 | 62.17% |
| May 31, 2022 | 62.17% |
| April 30, 2022 | 62.17% |
| March 31, 2022 | 62.17% |
| February 28, 2022 | 62.17% |
| January 31, 2022 | 62.17% |
| December 31, 2021 | 62.17% |
| November 30, 2021 | 62.17% |
| October 31, 2021 | 62.17% |
| September 30, 2021 | 62.17% |
| August 31, 2021 | 62.17% |
| July 31, 2021 | 62.17% |
| June 30, 2021 | 62.17% |
| May 31, 2021 | 62.17% |
| April 30, 2021 | 62.17% |
| March 31, 2021 | 62.17% |
| February 28, 2021 | 62.17% |
| January 31, 2021 | 62.17% |
| December 31, 2020 | 62.17% |
| November 30, 2020 | 62.17% |
| October 31, 2020 | 62.17% |
| September 30, 2020 | 62.17% |
| August 31, 2020 | 62.17% |
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
46.70%
Minimum
Nov 2019
62.17%
Maximum
Mar 2020
61.12%
Average
62.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Atkinsrealis Group Inc | 68.64% |
| Black Diamond Group Ltd | 93.83% |
| Bactech Environmental Corp | 92.86% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 97.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.531 |
| Beta (5Y) | 0.9451 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.72% |
| Historical Sharpe Ratio (5Y) | 0.4672 |
| Historical Sortino (5Y) | 0.687 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.84% |