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Sep 04, 16:00
Thomson Reuters Max Drawdown (5Y) : 62.44% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 62.44% |
| July 31, 2026 | 62.44% |
| June 30, 2026 | 62.44% |
| May 31, 2026 | 62.44% |
| April 30, 2026 | 61.64% |
| March 31, 2026 | 61.64% |
| February 28, 2026 | 61.64% |
| January 31, 2026 | 48.34% |
| December 31, 2025 | 38.80% |
| November 30, 2025 | 36.22% |
| October 31, 2025 | 28.05% |
| September 30, 2025 | 26.13% |
| August 31, 2025 | 22.51% |
| July 31, 2025 | 22.51% |
| June 30, 2025 | 22.51% |
| May 31, 2025 | 22.51% |
| April 30, 2025 | 22.51% |
| March 31, 2025 | 22.51% |
| February 28, 2025 | 29.49% |
| January 31, 2025 | 29.49% |
| December 31, 2024 | 29.49% |
| November 30, 2024 | 29.49% |
| October 31, 2024 | 29.49% |
| September 30, 2024 | 29.49% |
| August 31, 2024 | 29.49% |
| Date | Value |
|---|---|
| July 31, 2024 | 29.49% |
| June 30, 2024 | 29.49% |
| May 31, 2024 | 29.49% |
| April 30, 2024 | 29.49% |
| March 31, 2024 | 29.49% |
| February 29, 2024 | 29.49% |
| January 31, 2024 | 29.49% |
| December 31, 2023 | 29.49% |
| November 30, 2023 | 29.49% |
| October 31, 2023 | 29.49% |
| September 30, 2023 | 29.49% |
| August 31, 2023 | 29.49% |
| July 31, 2023 | 29.49% |
| June 30, 2023 | 29.49% |
| May 31, 2023 | 29.49% |
| April 30, 2023 | 29.49% |
| March 31, 2023 | 29.49% |
| February 28, 2023 | 29.49% |
| January 31, 2023 | 29.49% |
| December 31, 2022 | 29.49% |
| November 30, 2022 | 29.49% |
| October 31, 2022 | 29.49% |
| September 30, 2022 | 29.49% |
| August 31, 2022 | 29.49% |
| July 31, 2022 | 29.49% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Reklaim Ltd. | 98.15% |
| Argo Corp. | 99.91% |
| Belgravia Hartford Capital, Inc. | 98.97% |
| Caldwell Partners International, Inc. | 76.44% |
| Data Communications Management Corp. | 80.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.256 |
| Beta (5Y) | 0.2962 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.32% |
| Historical Sharpe Ratio (5Y) | -0.0725 |
| Historical Sortino (5Y) | -0.0901 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.62% |