Wajax Corp. (WJX.TO)
32.81
-1.21
(-3.56%)
CAD |
TSX |
Nov 05, 16:00
Wajax Max Drawdown (5Y) : 51.03% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 51.03% |
| September 30, 2026 | 51.03% |
| August 31, 2026 | 51.03% |
| July 31, 2026 | 51.03% |
| June 30, 2026 | 51.03% |
| May 31, 2026 | 51.03% |
| April 30, 2026 | 51.03% |
| March 31, 2026 | 51.03% |
| February 28, 2026 | 51.03% |
| January 31, 2026 | 51.03% |
| December 31, 2025 | 51.03% |
| November 30, 2025 | 51.03% |
| October 31, 2025 | 51.03% |
| September 30, 2025 | 51.54% |
| August 31, 2025 | 51.71% |
| July 31, 2025 | 60.67% |
| June 30, 2025 | 64.96% |
| May 31, 2025 | 65.74% |
| April 30, 2025 | 70.07% |
| March 31, 2025 | 77.10% |
| February 28, 2025 | 79.35% |
| January 31, 2025 | 79.35% |
| December 31, 2024 | 79.35% |
| November 30, 2024 | 79.35% |
| October 31, 2024 | 79.35% |
| Date | Value |
|---|---|
| September 30, 2024 | 79.35% |
| August 31, 2024 | 79.35% |
| July 31, 2024 | 79.35% |
| June 30, 2024 | 79.35% |
| May 31, 2024 | 79.35% |
| April 30, 2024 | 79.35% |
| March 31, 2024 | 79.35% |
| February 29, 2024 | 79.35% |
| January 31, 2024 | 79.35% |
| December 31, 2023 | 79.35% |
| November 30, 2023 | 79.35% |
| October 31, 2023 | 79.35% |
| September 30, 2023 | 79.35% |
| August 31, 2023 | 79.35% |
| July 31, 2023 | 79.35% |
| June 30, 2023 | 79.35% |
| May 31, 2023 | 79.35% |
| April 30, 2023 | 79.35% |
| March 31, 2023 | 79.35% |
| February 28, 2023 | 79.35% |
| January 31, 2023 | 79.35% |
| December 31, 2022 | 79.35% |
| November 30, 2022 | 79.35% |
| October 31, 2022 | 79.35% |
| September 30, 2022 | 79.35% |
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
| ATS Corp. | 61.58% |
| Taiga Building Products Ltd. | 32.40% |
| Evolution PowerX Corp. | 61.28% |
| Bri-Chem Corp. | 82.05% |
| Doman Building Materials Group Ltd. | 44.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.844 |
| Beta (5Y) | 0.6082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.72% |
| Historical Sharpe Ratio (5Y) | 0.2369 |
| Historical Sortino (5Y) | 0.4073 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.71% |