Cogeco Communications Inc (CCA.TO)
64.63
-0.03
(-0.05%)
CAD |
TSX |
Apr 25, 16:00
Cogeco Communications Max Drawdown (5Y): 54.11% for March 31, 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
| Quebecor Inc | 30.07% |
| BCE Inc | 47.39% |
| TELUS Corp | 34.03% |
| Cogeco Inc | 52.10% |
| Tower One Wireless Corp | 96.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.94 |
| Beta (5Y) | 0.6594 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.78% |
| Historical Sharpe Ratio (5Y) | -0.1928 |
| Historical Sortino (5Y) | -0.3424 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.45% |