Enghouse Systems Ltd (ENGH.TO)
28.98
-0.66
(-2.23%)
CAD |
TSX |
May 17, 16:00
Enghouse Systems Max Drawdown (5Y): 67.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.78% |
March 31, 2024 | 67.78% |
February 29, 2024 | 67.78% |
January 31, 2024 | 67.78% |
December 31, 2023 | 67.78% |
November 30, 2023 | 67.78% |
October 31, 2023 | 67.78% |
September 30, 2023 | 67.78% |
August 31, 2023 | 67.78% |
July 31, 2023 | 67.78% |
June 30, 2023 | 67.78% |
May 31, 2023 | 67.78% |
April 30, 2023 | 67.78% |
March 31, 2023 | 67.78% |
February 28, 2023 | 67.78% |
January 31, 2023 | 67.78% |
December 31, 2022 | 67.78% |
November 30, 2022 | 67.78% |
October 31, 2022 | 67.78% |
September 30, 2022 | 67.78% |
August 31, 2022 | 67.78% |
July 31, 2022 | 67.78% |
June 30, 2022 | 67.78% |
May 31, 2022 | 59.08% |
April 30, 2022 | 55.10% |
Date | Value |
---|---|
March 31, 2022 | 55.10% |
February 28, 2022 | 47.69% |
January 31, 2022 | 45.86% |
December 31, 2021 | 41.92% |
November 30, 2021 | 33.75% |
October 31, 2021 | 33.75% |
September 30, 2021 | 33.75% |
August 31, 2021 | 34.30% |
July 31, 2021 | 34.30% |
June 30, 2021 | 34.34% |
May 31, 2021 | 34.34% |
April 30, 2021 | 34.34% |
March 31, 2021 | 34.34% |
February 28, 2021 | 34.34% |
January 31, 2021 | 34.34% |
December 31, 2020 | 34.34% |
November 30, 2020 | 34.34% |
October 31, 2020 | 34.34% |
September 30, 2020 | 34.34% |
August 31, 2020 | 34.34% |
July 31, 2020 | 34.34% |
June 30, 2020 | 34.34% |
May 31, 2020 | 34.34% |
April 30, 2020 | 34.34% |
March 31, 2020 | 34.34% |
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
33.75%
Minimum
Sep 2021
67.78%
Maximum
Jun 2022
48.77%
Average
34.34%
Median
May 2019
Max Drawdown (5Y) Benchmarks
New World Solutions Inc | 99.69% |
NameSilo Technologies Corp | 76.36% |
Nerds On Site Inc | 89.29% |
XTM Inc | -- |
Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.258 |
Beta (5Y) | 0.6328 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.47% |
Historical Sharpe Ratio (5Y) | -0.0521 |
Historical Sortino (5Y) | -0.0956 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.15% |