Toromont Industries Ltd (TIH.TO)
116.99
+0.49
(+0.42%)
CAD |
TSX |
Nov 14, 16:00
Toromont Industries Max Drawdown (5Y): 25.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 25.44% |
| September 30, 2024 | 25.44% |
| August 31, 2024 | 25.44% |
| July 31, 2024 | 25.44% |
| June 30, 2024 | 25.44% |
| May 31, 2024 | 25.44% |
| April 30, 2024 | 25.44% |
| March 31, 2024 | 25.44% |
| February 29, 2024 | 25.44% |
| January 31, 2024 | 25.44% |
| December 31, 2023 | 25.44% |
| November 30, 2023 | 25.44% |
| October 31, 2023 | 25.44% |
| September 30, 2023 | 25.44% |
| August 31, 2023 | 25.44% |
| July 31, 2023 | 25.44% |
| June 30, 2023 | 25.44% |
| May 31, 2023 | 25.44% |
| April 30, 2023 | 25.44% |
| March 31, 2023 | 25.44% |
| February 28, 2023 | 25.44% |
| January 31, 2023 | 25.44% |
| December 31, 2022 | 25.44% |
| November 30, 2022 | 25.44% |
| October 31, 2022 | 25.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 25.44% |
| August 31, 2022 | 25.44% |
| July 31, 2022 | 25.44% |
| June 30, 2022 | 25.44% |
| May 31, 2022 | 25.44% |
| April 30, 2022 | 25.44% |
| March 31, 2022 | 25.44% |
| February 28, 2022 | 25.44% |
| January 31, 2022 | 25.44% |
| December 31, 2021 | 25.44% |
| November 30, 2021 | 25.44% |
| October 31, 2021 | 25.44% |
| September 30, 2021 | 25.44% |
| August 31, 2021 | 25.44% |
| July 31, 2021 | 25.44% |
| June 30, 2021 | 25.44% |
| May 31, 2021 | 25.44% |
| April 30, 2021 | 25.44% |
| March 31, 2021 | 25.44% |
| February 28, 2021 | 25.44% |
| January 31, 2021 | 25.44% |
| December 31, 2020 | 25.44% |
| November 30, 2020 | 25.44% |
| October 31, 2020 | 25.44% |
| September 30, 2020 | 25.44% |
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
24.61%
Minimum
Nov 2019
25.44%
Maximum
Mar 2020
25.39%
Average
25.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| K-Bro Linen Inc | 49.53% |
| Aecon Group Inc | 58.57% |
| Finning International Inc | 65.63% |
| Ag Growth International Inc | 74.03% |
| Wajax Corp | 79.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.416 |
| Beta (5Y) | 0.7122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.07% |
| Historical Sharpe Ratio (5Y) | 0.6602 |
| Historical Sortino (5Y) | 1.049 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.09% |