Cogeco Communications Inc (CCA.TO)
69.78
-1.02
(-1.44%)
CAD |
TSX |
Nov 14, 16:00
Cogeco Communications Max Drawdown (5Y): 54.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.11% |
| September 30, 2024 | 54.11% |
| August 31, 2024 | 54.11% |
| July 31, 2024 | 54.11% |
| June 30, 2024 | 54.11% |
| May 31, 2024 | 54.11% |
| April 30, 2024 | 54.11% |
| March 31, 2024 | 54.11% |
| February 29, 2024 | 54.11% |
| January 31, 2024 | 54.11% |
| December 31, 2023 | 54.11% |
| November 30, 2023 | 54.11% |
| October 31, 2023 | 51.55% |
| September 30, 2023 | 47.12% |
| August 31, 2023 | 47.12% |
| July 31, 2023 | 47.12% |
| June 30, 2023 | 47.12% |
| May 31, 2023 | 47.12% |
| April 30, 2023 | 47.12% |
| March 31, 2023 | 47.12% |
| February 28, 2023 | 45.14% |
| January 31, 2023 | 45.14% |
| December 31, 2022 | 45.14% |
| November 30, 2022 | 45.14% |
| October 31, 2022 | 45.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.91% |
| August 31, 2022 | 31.99% |
| July 31, 2022 | 31.99% |
| June 30, 2022 | 31.99% |
| May 31, 2022 | 31.99% |
| April 30, 2022 | 31.99% |
| March 31, 2022 | 31.99% |
| February 28, 2022 | 31.99% |
| January 31, 2022 | 31.99% |
| December 31, 2021 | 31.99% |
| November 30, 2021 | 31.99% |
| October 31, 2021 | 31.99% |
| September 30, 2021 | 31.99% |
| August 31, 2021 | 31.99% |
| July 31, 2021 | 31.99% |
| June 30, 2021 | 31.99% |
| May 31, 2021 | 31.99% |
| April 30, 2021 | 31.99% |
| March 31, 2021 | 31.99% |
| February 28, 2021 | 31.99% |
| January 31, 2021 | 31.99% |
| December 31, 2020 | 31.99% |
| November 30, 2020 | 31.99% |
| October 31, 2020 | 31.99% |
| September 30, 2020 | 31.99% |
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
31.99%
Minimum
Nov 2019
54.11%
Maximum
Nov 2023
39.73%
Average
31.99%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Cogeco Inc | 52.10% |
| Quebecor Inc | 30.07% |
| BCE Inc | 32.22% |
| Rogers Communications Inc | 33.07% |
| TELUS Corp | 32.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.40 |
| Beta (5Y) | 0.6711 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.36% |
| Historical Sharpe Ratio (5Y) | -0.3259 |
| Historical Sortino (5Y) | -0.57 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.14% |