TFI International Inc (TFII.TO)
184.30
-2.03
(-1.09%)
CAD |
TSX |
Nov 01, 16:00
TFI International Max Drawdown (5Y): 48.91% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 48.91% |
| August 31, 2024 | 48.91% |
| July 31, 2024 | 48.91% |
| June 30, 2024 | 48.91% |
| May 31, 2024 | 48.91% |
| April 30, 2024 | 48.91% |
| March 31, 2024 | 48.91% |
| February 29, 2024 | 48.91% |
| January 31, 2024 | 48.91% |
| December 31, 2023 | 48.91% |
| November 30, 2023 | 48.91% |
| October 31, 2023 | 48.91% |
| September 30, 2023 | 48.91% |
| August 31, 2023 | 48.91% |
| July 31, 2023 | 48.91% |
| June 30, 2023 | 48.91% |
| May 31, 2023 | 48.91% |
| April 30, 2023 | 48.91% |
| March 31, 2023 | 48.91% |
| February 28, 2023 | 48.91% |
| January 31, 2023 | 48.91% |
| December 31, 2022 | 48.91% |
| November 30, 2022 | 48.91% |
| October 31, 2022 | 48.91% |
| September 30, 2022 | 48.91% |
| Date | Value |
|---|---|
| August 31, 2022 | 48.91% |
| July 31, 2022 | 48.91% |
| June 30, 2022 | 48.91% |
| May 31, 2022 | 48.91% |
| April 30, 2022 | 48.91% |
| March 31, 2022 | 48.91% |
| February 28, 2022 | 48.91% |
| January 31, 2022 | 48.91% |
| December 31, 2021 | 48.91% |
| November 30, 2021 | 48.91% |
| October 31, 2021 | 48.91% |
| September 30, 2021 | 48.91% |
| August 31, 2021 | 48.91% |
| July 31, 2021 | 48.91% |
| June 30, 2021 | 48.91% |
| May 31, 2021 | 48.91% |
| April 30, 2021 | 48.91% |
| March 31, 2021 | 48.91% |
| February 28, 2021 | 48.91% |
| January 31, 2021 | 48.91% |
| December 31, 2020 | 48.91% |
| November 30, 2020 | 48.91% |
| October 31, 2020 | 48.91% |
| September 30, 2020 | 48.91% |
| August 31, 2020 | 48.91% |
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
35.65%
Minimum
Nov 2019
48.91%
Maximum
Mar 2020
48.01%
Average
48.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mullen Group Ltd | 77.32% |
| Cargojet Inc | 67.19% |
| Wildpack Beverage Inc | -- |
| Titanium Transportation Group Inc | 66.15% |
| Canadian National Railway Co | 24.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.33 |
| Beta (5Y) | 1.336 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.14% |
| Historical Sharpe Ratio (5Y) | 0.8753 |
| Historical Sortino (5Y) | 1.379 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.75% |