Cogeco Communications Inc (CCA.TO)

66.36 +0.92 (+1.41%) CAD  |  TSX  |  Dec 20, 16:00
66.36 0.00 (0.00%) After-Hours: 16:00
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Cogeco Communications Max Drawdown (5Y): 54.11% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Cogeco Inc 52.10%
Quebecor Inc 30.07%
BCE Inc 39.76%
Rogers Communications Inc 33.07%
TELUS Corp 32.87%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.80
Beta (5Y) 0.6594
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.24%
Historical Sharpe Ratio (5Y) -0.3307
Historical Sortino (5Y) -0.5735
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.14%