George Weston Ltd (WN.TO)
225.24
-1.42
(-0.63%)
CAD |
TSX |
Nov 14, 16:00
225.24
0.00 (0.00%)
After-Hours: 16:22
George Weston Max Drawdown (5Y): 27.06% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 27.06% |
August 31, 2024 | 27.06% |
July 31, 2024 | 27.06% |
June 30, 2024 | 27.06% |
May 31, 2024 | 27.06% |
April 30, 2024 | 27.06% |
March 31, 2024 | 27.06% |
February 29, 2024 | 27.06% |
January 31, 2024 | 27.06% |
December 31, 2023 | 27.06% |
November 30, 2023 | 27.06% |
October 31, 2023 | 27.06% |
September 30, 2023 | 27.72% |
August 31, 2023 | 27.72% |
July 31, 2023 | 27.72% |
June 30, 2023 | 27.72% |
May 31, 2023 | 27.72% |
April 30, 2023 | 27.72% |
March 31, 2023 | 27.72% |
February 28, 2023 | 27.72% |
January 31, 2023 | 27.72% |
December 31, 2022 | 27.72% |
November 30, 2022 | 27.72% |
October 31, 2022 | 27.72% |
September 30, 2022 | 27.72% |
Date | Value |
---|---|
August 31, 2022 | 27.72% |
July 31, 2022 | 27.72% |
June 30, 2022 | 27.72% |
May 31, 2022 | 27.72% |
April 30, 2022 | 27.72% |
March 31, 2022 | 27.72% |
February 28, 2022 | 27.72% |
January 31, 2022 | 27.72% |
December 31, 2021 | 27.72% |
November 30, 2021 | 27.72% |
October 31, 2021 | 27.72% |
September 30, 2021 | 27.72% |
August 31, 2021 | 27.72% |
July 31, 2021 | 27.72% |
June 30, 2021 | 27.72% |
May 31, 2021 | 27.72% |
April 30, 2021 | 27.72% |
March 31, 2021 | 27.72% |
February 28, 2021 | 27.72% |
January 31, 2021 | 27.72% |
December 31, 2020 | 27.72% |
November 30, 2020 | 27.72% |
October 31, 2020 | 27.72% |
September 30, 2020 | 27.72% |
August 31, 2020 | 27.72% |
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
27.06%
Minimum
Oct 2023
27.72%
Maximum
Nov 2019
27.59%
Average
27.72%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
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) | 10.95 |
Beta (5Y) | 0.4715 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.07% |
Historical Sharpe Ratio (5Y) | 0.7928 |
Historical Sortino (5Y) | 1.382 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.00% |