Canaccord Genuity Group Inc (CF.TO)
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-0.02
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CAD |
TSX |
May 03, 16:00
Canaccord Genuity Group Max Drawdown (5Y): 59.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.90% |
March 31, 2024 | 59.90% |
February 29, 2024 | 59.90% |
January 31, 2024 | 59.90% |
December 31, 2023 | 59.90% |
November 30, 2023 | 59.90% |
October 31, 2023 | 59.90% |
September 30, 2023 | 59.90% |
August 31, 2023 | 59.90% |
July 31, 2023 | 59.90% |
June 30, 2023 | 59.90% |
May 31, 2023 | 59.90% |
April 30, 2023 | 59.90% |
March 31, 2023 | 59.90% |
February 28, 2023 | 59.90% |
January 31, 2023 | 59.90% |
December 31, 2022 | 59.90% |
November 30, 2022 | 59.90% |
October 31, 2022 | 59.90% |
September 30, 2022 | 63.47% |
August 31, 2022 | 66.27% |
July 31, 2022 | 66.27% |
June 30, 2022 | 66.27% |
May 31, 2022 | 66.27% |
April 30, 2022 | 66.27% |
Date | Value |
---|---|
March 31, 2022 | 66.27% |
February 28, 2022 | 67.00% |
January 31, 2022 | 67.00% |
December 31, 2021 | 67.00% |
November 30, 2021 | 67.00% |
October 31, 2021 | 67.71% |
September 30, 2021 | 68.33% |
August 31, 2021 | 71.23% |
July 31, 2021 | 71.23% |
June 30, 2021 | 71.23% |
May 31, 2021 | 71.23% |
April 30, 2021 | 71.23% |
March 31, 2021 | 71.23% |
February 28, 2021 | 71.23% |
January 31, 2021 | 71.39% |
December 31, 2020 | 71.39% |
November 30, 2020 | 72.49% |
October 31, 2020 | 72.49% |
September 30, 2020 | 72.49% |
August 31, 2020 | 72.49% |
July 31, 2020 | 72.49% |
June 30, 2020 | 72.49% |
May 31, 2020 | 72.49% |
April 30, 2020 | 72.49% |
March 31, 2020 | 72.49% |
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
59.90%
Minimum
Oct 2022
72.49%
Maximum
May 2019
67.03%
Average
67.35%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6418 |
Beta (5Y) | 1.682 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.47% |
Historical Sharpe Ratio (5Y) | 0.2549 |
Historical Sortino (5Y) | 0.5014 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.74% |