George Weston Ltd (WN.TO)

228.57 +1.90 (+0.84%) CAD  |  TSX  |  Dec 23, 16:00
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George Weston Max Drawdown (5Y): 27.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Loblaw Companies Ltd 20.74%
Empire Co Ltd 34.50%
PesoRama Inc --
Maple Leaf Foods Inc 42.17%
HYTN Innovations Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.13
Beta (5Y) 0.4518
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.00%
Historical Sharpe Ratio (5Y) 0.8184
Historical Sortino (5Y) 1.418
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.00%