BCE Inc (BCE.TO)
32.87
-0.26
(-0.78%)
CAD |
TSX |
Mar 28, 16:00
BCE Max Drawdown (5Y): 47.39% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| TELUS Corp | 34.03% |
| Rogers Communications Inc | 44.26% |
| Quebecor Inc | 30.07% |
| Cogeco Communications Inc | 54.11% |
| Tower One Wireless Corp | 96.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.62 |
| Beta (5Y) | 0.4251 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.11% |
| Historical Sharpe Ratio (5Y) | -0.4423 |
| Historical Sortino (5Y) | -0.5886 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.07% |