Magna International Inc (MG.TO)
67.15
+0.61
(+0.92%)
CAD |
TSX |
Apr 26, 16:00
Magna International Max Drawdown (5Y): 57.14% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 57.14% |
February 29, 2024 | 57.14% |
January 31, 2024 | 57.14% |
December 31, 2023 | 57.14% |
November 30, 2023 | 57.14% |
October 31, 2023 | 57.14% |
September 30, 2023 | 57.14% |
August 31, 2023 | 57.14% |
July 31, 2023 | 57.14% |
June 30, 2023 | 57.14% |
May 31, 2023 | 57.14% |
April 30, 2023 | 57.14% |
March 31, 2023 | 57.14% |
February 28, 2023 | 57.14% |
January 31, 2023 | 57.14% |
December 31, 2022 | 57.14% |
November 30, 2022 | 57.14% |
October 31, 2022 | 57.14% |
September 30, 2022 | 57.14% |
August 31, 2022 | 57.14% |
July 31, 2022 | 57.14% |
June 30, 2022 | 57.14% |
May 31, 2022 | 57.14% |
April 30, 2022 | 57.14% |
March 31, 2022 | 57.14% |
Date | Value |
---|---|
February 28, 2022 | 57.14% |
January 31, 2022 | 57.14% |
December 31, 2021 | 57.14% |
November 30, 2021 | 57.14% |
October 31, 2021 | 57.14% |
September 30, 2021 | 57.14% |
August 31, 2021 | 57.14% |
July 31, 2021 | 57.14% |
June 30, 2021 | 57.14% |
May 31, 2021 | 57.14% |
April 30, 2021 | 57.14% |
March 31, 2021 | 57.14% |
February 28, 2021 | 57.14% |
January 31, 2021 | 57.14% |
December 31, 2020 | 57.14% |
November 30, 2020 | 57.14% |
October 31, 2020 | 57.14% |
September 30, 2020 | 57.14% |
August 31, 2020 | 57.14% |
July 31, 2020 | 57.14% |
June 30, 2020 | 57.14% |
May 31, 2020 | 57.14% |
April 30, 2020 | 57.14% |
March 31, 2020 | 57.14% |
February 29, 2020 | 40.43% |
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
40.43%
Minimum
Apr 2019
57.14%
Maximum
Mar 2020
54.08%
Average
57.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Westport Fuel Systems Inc | 95.56% |
Linamar Corp | 70.80% |
Dorel Industries Inc | 94.43% |
Aether Catalyst Solutions Inc | -- |
SWMBRD Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.25 |
Beta (5Y) | 1.757 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.53% |
Historical Sharpe Ratio (5Y) | 0.1019 |
Historical Sortino (5Y) | 0.1437 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.25% |