BlackBerry Ltd (BB.TO)
4.02
-0.11
(-2.66%)
CAD |
TSX |
May 17, 16:00
BlackBerry Max Drawdown (5Y): 89.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.30% |
| March 31, 2024 | 89.30% |
| February 29, 2024 | 88.95% |
| January 31, 2024 | 88.03% |
| December 31, 2023 | 86.25% |
| November 30, 2023 | 86.25% |
| October 31, 2023 | 86.25% |
| September 30, 2023 | 86.25% |
| August 31, 2023 | 86.25% |
| July 31, 2023 | 86.25% |
| June 30, 2023 | 86.25% |
| May 31, 2023 | 86.25% |
| April 30, 2023 | 86.25% |
| March 31, 2023 | 86.25% |
| February 28, 2023 | 86.25% |
| January 31, 2023 | 86.25% |
| December 31, 2022 | 86.25% |
| November 30, 2022 | 82.41% |
| October 31, 2022 | 82.41% |
| September 30, 2022 | 79.83% |
| August 31, 2022 | 79.83% |
| July 31, 2022 | 79.83% |
| June 30, 2022 | 79.83% |
| May 31, 2022 | 79.83% |
| April 30, 2022 | 77.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.03% |
| February 28, 2022 | 77.03% |
| January 31, 2022 | 77.03% |
| December 31, 2021 | 77.03% |
| November 30, 2021 | 77.03% |
| October 31, 2021 | 77.03% |
| September 30, 2021 | 77.03% |
| August 31, 2021 | 77.03% |
| July 31, 2021 | 77.03% |
| June 30, 2021 | 77.03% |
| May 31, 2021 | 77.03% |
| April 30, 2021 | 77.03% |
| March 31, 2021 | 77.03% |
| February 28, 2021 | 77.03% |
| January 31, 2021 | 77.03% |
| December 31, 2020 | 77.03% |
| November 30, 2020 | 82.87% |
| October 31, 2020 | 84.27% |
| September 30, 2020 | 85.50% |
| August 31, 2020 | 86.07% |
| July 31, 2020 | 87.48% |
| June 30, 2020 | 88.32% |
| May 31, 2020 | 88.32% |
| April 30, 2020 | 88.32% |
| March 31, 2020 | 88.32% |
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
77.03%
Minimum
Dec 2020
89.30%
Maximum
Mar 2024
83.55%
Average
86.25%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
| The Descartes Systems Group Inc | 35.23% |
| New World Solutions Inc | 99.69% |
| Nerds On Site Inc | 89.29% |
| XTM Inc | -- |
| Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.04 |
| Beta (5Y) | 1.045 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.03% |
| Historical Sharpe Ratio (5Y) | -0.2955 |
| Historical Sortino (5Y) | -0.7133 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.76% |