BCE Inc (BCE)
26.68
-0.32
(-1.19%)
USD |
NYSE |
Nov 21, 16:00
26.66
-0.02
(-0.07%)
After-Hours: 20:00
BCE Max Drawdown (5Y): 38.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.04% |
| September 30, 2024 | 38.04% |
| August 31, 2024 | 38.04% |
| July 31, 2024 | 38.04% |
| June 30, 2024 | 37.87% |
| May 31, 2024 | 37.87% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
38.04%
Maximum
Jul 2024
33.48%
Average
34.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Imax Corp | 83.43% |
| Lions Gate Entertainment Corp | 86.88% |
| UpSnap Inc | 99.60% |
| Karbon-X Corp | -- |
| Lionsgate Studios Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.62 |
| Beta (5Y) | 0.6110 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.90% |
| Historical Sharpe Ratio (5Y) | -0.1977 |
| Historical Sortino (5Y) | -0.2609 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.83% |