WSP Global Inc (WSP.TO)

255.33 +1.08 (+0.42%) CAD  |  TSX  |  Dec 27, 16:00
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WSP Global Max Drawdown (5Y): 37.11% 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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Atkinsrealis Group Inc 68.64%
Stantec Inc 25.75%
Dirtt Environmental Solutions Ltd 96.70%
Caldwell Partners International Inc 76.34%
BYT Holdings Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.83
Beta (5Y) 0.8058
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.12%
Historical Sharpe Ratio (5Y) 0.8375
Historical Sortino (5Y) 1.292
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.11%