Titanium Transportation Group Inc (TTNM.TO)
2.52
+0.04
(+1.61%)
CAD |
TSX |
Nov 21, 15:59
Titanium Transportation Group Max Drawdown (5Y): 66.15% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 66.15% |
| August 31, 2024 | 66.15% |
| July 31, 2024 | 66.15% |
| June 30, 2024 | 66.15% |
| May 31, 2024 | 66.15% |
| April 30, 2024 | 66.15% |
| March 31, 2024 | 66.15% |
| February 29, 2024 | 66.15% |
| January 31, 2024 | 66.15% |
| December 31, 2023 | 66.15% |
| November 30, 2023 | 66.15% |
| October 31, 2023 | 66.15% |
| September 30, 2023 | 66.15% |
| August 31, 2023 | 66.15% |
| July 31, 2023 | 66.15% |
| June 30, 2023 | 66.15% |
| May 31, 2023 | 66.15% |
| April 30, 2023 | 66.15% |
| March 31, 2023 | 66.15% |
| February 28, 2023 | 67.88% |
| January 31, 2023 | 70.61% |
| December 31, 2022 | 71.21% |
| November 30, 2022 | 74.55% |
| October 31, 2022 | 74.55% |
| September 30, 2022 | 74.55% |
| Date | Value |
|---|---|
| August 31, 2022 | 74.55% |
| July 31, 2022 | 74.55% |
| June 30, 2022 | 74.55% |
| May 31, 2022 | 74.55% |
| April 30, 2022 | 74.55% |
| March 31, 2022 | 74.55% |
| February 28, 2022 | 74.55% |
| January 31, 2022 | 74.55% |
| December 31, 2021 | 74.55% |
| November 30, 2021 | 74.55% |
| October 31, 2021 | 74.55% |
| September 30, 2021 | 74.55% |
| August 31, 2021 | 74.55% |
| July 31, 2021 | 74.55% |
| June 30, 2021 | 74.55% |
| May 31, 2021 | 74.55% |
| April 30, 2021 | 74.55% |
| March 31, 2021 | 74.55% |
| February 28, 2021 | 74.55% |
| January 31, 2021 | 74.55% |
| December 31, 2020 | 74.55% |
| November 30, 2020 | 74.55% |
| October 31, 2020 | 74.55% |
| September 30, 2020 | 74.55% |
| August 31, 2020 | 74.55% |
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
66.15%
Minimum
Mar 2023
74.55%
Maximum
Nov 2019
71.61%
Average
74.55%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Cargojet Inc | 67.19% |
| Wildpack Beverage Inc | -- |
| Mullen Group Ltd | 77.32% |
| TFI International Inc | 48.91% |
| Toromont Industries Ltd | 25.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7187 |
| Beta (5Y) | 1.484 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.73% |
| Historical Sharpe Ratio (5Y) | 0.2494 |
| Historical Sortino (5Y) | 0.5809 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.14% |