Transat AT Inc (TRZ.TO)
3.59
-0.06
(-1.64%)
CAD |
TSX |
May 02, 11:28
Transat AT Max Drawdown (5Y): 85.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.15% |
| March 31, 2024 | 85.15% |
| February 29, 2024 | 85.15% |
| January 31, 2024 | 85.15% |
| December 31, 2023 | 85.15% |
| November 30, 2023 | 85.15% |
| October 31, 2023 | 85.15% |
| September 30, 2023 | 85.15% |
| August 31, 2023 | 85.15% |
| July 31, 2023 | 85.15% |
| June 30, 2023 | 85.15% |
| May 31, 2023 | 85.15% |
| April 30, 2023 | 85.15% |
| March 31, 2023 | 85.15% |
| February 28, 2023 | 85.15% |
| January 31, 2023 | 85.15% |
| December 31, 2022 | 85.15% |
| November 30, 2022 | 85.15% |
| October 31, 2022 | 85.15% |
| September 30, 2022 | 83.64% |
| August 31, 2022 | 82.13% |
| July 31, 2022 | 81.29% |
| June 30, 2022 | 78.74% |
| May 31, 2022 | 78.33% |
| April 30, 2022 | 78.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.33% |
| February 28, 2022 | 78.33% |
| January 31, 2022 | 78.33% |
| December 31, 2021 | 78.33% |
| November 30, 2021 | 78.33% |
| October 31, 2021 | 78.33% |
| September 30, 2021 | 78.33% |
| August 31, 2021 | 78.33% |
| July 31, 2021 | 78.33% |
| June 30, 2021 | 78.33% |
| May 31, 2021 | 78.33% |
| April 30, 2021 | 78.33% |
| March 31, 2021 | 78.33% |
| February 28, 2021 | 78.33% |
| January 31, 2021 | 78.33% |
| December 31, 2020 | 78.33% |
| November 30, 2020 | 78.33% |
| October 31, 2020 | 78.33% |
| September 30, 2020 | 76.90% |
| August 31, 2020 | 69.83% |
| July 31, 2020 | 69.83% |
| June 30, 2020 | 66.69% |
| May 31, 2020 | 67.34% |
| April 30, 2020 | 67.34% |
| March 31, 2020 | 67.34% |
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
66.69%
Minimum
Jun 2020
85.15%
Maximum
Oct 2022
78.26%
Average
78.33%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Winpak Ltd | 43.94% |
| NEXE Innovations Inc | -- |
| Green River Gold Corp | 65.00% |
| Peekaboo Beans Inc | 98.64% |
| Aether Catalyst Solutions Inc | 93.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.11 |
| Beta (5Y) | 1.391 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.57% |
| Historical Sharpe Ratio (5Y) | -0.3191 |
| Historical Sortino (5Y) | -0.5282 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.31% |