WSP Global, Inc. (WSP.TO)
164.60
-1.62
(-0.97%)
CAD |
TSX |
Oct 19, 16:00
WSP Global Max Drawdown (5Y) : 44.52% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 44.52% |
| August 31, 2026 | 44.52% |
| July 31, 2026 | 44.52% |
| June 30, 2026 | 40.53% |
| May 31, 2026 | 34.51% |
| April 30, 2026 | 29.10% |
| March 31, 2026 | 29.10% |
| February 28, 2026 | 29.10% |
| January 31, 2026 | 29.10% |
| December 31, 2025 | 29.10% |
| November 30, 2025 | 29.10% |
| October 31, 2025 | 29.10% |
| September 30, 2025 | 29.10% |
| August 31, 2025 | 29.10% |
| July 31, 2025 | 29.10% |
| June 30, 2025 | 29.10% |
| May 31, 2025 | 29.10% |
| April 30, 2025 | 29.10% |
| March 31, 2025 | 29.10% |
| February 28, 2025 | 37.11% |
| January 31, 2025 | 37.11% |
| December 31, 2024 | 37.11% |
| November 30, 2024 | 37.11% |
| October 31, 2024 | 37.11% |
| September 30, 2024 | 37.11% |
| Date | Value |
|---|---|
| August 31, 2024 | 37.11% |
| July 31, 2024 | 37.11% |
| June 30, 2024 | 37.11% |
| May 31, 2024 | 37.11% |
| April 30, 2024 | 37.11% |
| March 31, 2024 | 37.11% |
| February 29, 2024 | 37.11% |
| January 31, 2024 | 37.11% |
| December 31, 2023 | 37.11% |
| November 30, 2023 | 37.11% |
| October 31, 2023 | 37.11% |
| September 30, 2023 | 37.11% |
| August 31, 2023 | 37.11% |
| July 31, 2023 | 37.11% |
| June 30, 2023 | 37.11% |
| May 31, 2023 | 37.11% |
| April 30, 2023 | 37.11% |
| March 31, 2023 | 37.11% |
| February 28, 2023 | 37.11% |
| January 31, 2023 | 37.11% |
| December 31, 2022 | 37.11% |
| November 30, 2022 | 37.11% |
| October 31, 2022 | 37.11% |
| September 30, 2022 | 37.11% |
| August 31, 2022 | 37.11% |
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
| AtkinsRéalis Group, Inc. | 63.16% |
| Stantec, Inc. | 40.43% |
| Char Technologies Ltd. | 86.40% |
| Aecon Group, Inc. | 58.57% |
| Badger Infrastructure Solutions Ltd. | 47.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.624 |
| Beta (5Y) | 0.4891 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.32% |
| Historical Sharpe Ratio (5Y) | -0.008 |
| Historical Sortino (5Y) | -0.0117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.10% |