The North West Co Inc (NWC.TO)
38.54
-0.27
(-0.70%)
CAD |
TSX |
May 17, 16:00
North West Max Drawdown (5Y): 47.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.34% |
March 31, 2024 | 47.34% |
February 29, 2024 | 47.34% |
January 31, 2024 | 47.34% |
December 31, 2023 | 47.34% |
November 30, 2023 | 47.34% |
October 31, 2023 | 47.34% |
September 30, 2023 | 47.34% |
August 31, 2023 | 47.34% |
July 31, 2023 | 47.34% |
June 30, 2023 | 47.34% |
May 31, 2023 | 47.34% |
April 30, 2023 | 47.34% |
March 31, 2023 | 47.34% |
February 28, 2023 | 47.34% |
January 31, 2023 | 47.34% |
December 31, 2022 | 47.34% |
November 30, 2022 | 47.34% |
October 31, 2022 | 47.34% |
September 30, 2022 | 47.34% |
August 31, 2022 | 47.34% |
July 31, 2022 | 47.34% |
June 30, 2022 | 47.34% |
May 31, 2022 | 47.34% |
April 30, 2022 | 47.34% |
Date | Value |
---|---|
March 31, 2022 | 47.34% |
February 28, 2022 | 47.34% |
January 31, 2022 | 47.34% |
December 31, 2021 | 47.34% |
November 30, 2021 | 47.34% |
October 31, 2021 | 47.34% |
September 30, 2021 | 47.34% |
August 31, 2021 | 47.34% |
July 31, 2021 | 47.34% |
June 30, 2021 | 47.34% |
May 31, 2021 | 47.34% |
April 30, 2021 | 47.34% |
March 31, 2021 | 47.34% |
February 28, 2021 | 47.34% |
January 31, 2021 | 47.34% |
December 31, 2020 | 47.34% |
November 30, 2020 | 47.34% |
October 31, 2020 | 47.34% |
September 30, 2020 | 47.34% |
August 31, 2020 | 47.34% |
July 31, 2020 | 47.34% |
June 30, 2020 | 47.34% |
May 31, 2020 | 47.34% |
April 30, 2020 | 47.34% |
March 31, 2020 | 47.34% |
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
23.53%
Minimum
May 2019
47.34%
Maximum
Mar 2020
43.37%
Average
47.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Loblaw Companies Ltd | 20.74% |
Metro Inc | 19.06% |
The Tinley Beverage Co Inc | 97.75% |
SBD Capital Corp | 99.39% |
HYTN Innovations Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.278 |
Beta (5Y) | 0.5934 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.31% |
Historical Sharpe Ratio (5Y) | 0.3447 |
Historical Sortino (5Y) | 0.5285 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.40% |