BCE Inc (BCE)
32.56
-0.70
(-2.10%)
USD |
NYSE |
May 02, 11:18
BCE Max Drawdown (5Y): 37.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.87% |
March 31, 2024 | 34.77% |
February 29, 2024 | 34.06% |
January 31, 2024 | 34.06% |
December 31, 2023 | 34.06% |
November 30, 2023 | 34.06% |
October 31, 2023 | 34.06% |
September 30, 2023 | 34.06% |
August 31, 2023 | 34.06% |
July 31, 2023 | 34.06% |
June 30, 2023 | 34.06% |
May 31, 2023 | 34.06% |
April 30, 2023 | 34.06% |
March 31, 2023 | 34.06% |
February 28, 2023 | 34.06% |
January 31, 2023 | 34.06% |
December 31, 2022 | 34.06% |
November 30, 2022 | 34.06% |
October 31, 2022 | 34.06% |
September 30, 2022 | 34.06% |
August 31, 2022 | 34.06% |
July 31, 2022 | 34.06% |
June 30, 2022 | 34.06% |
May 31, 2022 | 34.06% |
April 30, 2022 | 34.06% |
Date | Value |
---|---|
March 31, 2022 | 34.06% |
February 28, 2022 | 34.06% |
January 31, 2022 | 34.06% |
December 31, 2021 | 34.06% |
November 30, 2021 | 34.06% |
October 31, 2021 | 34.06% |
September 30, 2021 | 34.06% |
August 31, 2021 | 34.06% |
July 31, 2021 | 34.06% |
June 30, 2021 | 34.06% |
May 31, 2021 | 34.06% |
April 30, 2021 | 34.06% |
March 31, 2021 | 34.06% |
February 28, 2021 | 34.06% |
January 31, 2021 | 34.06% |
December 31, 2020 | 34.06% |
November 30, 2020 | 34.06% |
October 31, 2020 | 34.06% |
September 30, 2020 | 34.06% |
August 31, 2020 | 34.06% |
July 31, 2020 | 34.06% |
June 30, 2020 | 34.06% |
May 31, 2020 | 34.06% |
April 30, 2020 | 34.06% |
March 31, 2020 | 34.06% |
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
18.40%
Minimum
May 2019
37.87%
Maximum
Apr 2024
31.53%
Average
34.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Imax Corp | 83.43% |
Lions Gate Entertainment Corp | 86.88% |
HeadsUp Entertainment International Inc | 97.42% |
Crona Corp | -- |
Karbon-X Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.523 |
Beta (5Y) | 0.5637 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.48% |
Historical Sharpe Ratio (5Y) | -0.1212 |
Historical Sortino (5Y) | -0.1549 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.83% |