Wajax Corp. (WJX.TO)
38.68
-0.50
(-1.28%)
CAD |
TSX |
Oct 05, 13:25
Wajax Max Drawdown (5Y) : 51.03% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2024 | 79.35% |
| Date | Value |
|---|---|
| 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% |
| August 31, 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. | 59.93% |
| Richelieu Hardware Ltd. | 35.21% |
| Reko International Group, Inc. | 53.12% |
| EnWave Corp. | 92.11% |
| Bombardier, Inc. | 86.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.529 |
| Beta (5Y) | 0.6489 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.67% |
| Historical Sharpe Ratio (5Y) | 0.3491 |
| Historical Sortino (5Y) | 0.583 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |