Canaccord Genuity Group Inc (CF.TO)
9.96
-0.06
(-0.60%)
CAD |
TSX |
Nov 01, 16:00
Canaccord Genuity Group Max Drawdown (5Y): 59.90% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 59.90% |
| August 31, 2024 | 59.90% |
| July 31, 2024 | 59.90% |
| June 30, 2024 | 59.90% |
| May 31, 2024 | 59.90% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
65.87%
Average
66.27%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| New Frontier Ventures Inc | 99.64% |
| GoldMoney Inc | 81.16% |
| Pinetree Capital Ltd | 93.16% |
| Spirit Blockchain Capital Inc | -- |
| Birchtree Investments Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.352 |
| Beta (5Y) | 1.633 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.27% |
| Historical Sharpe Ratio (5Y) | 0.3025 |
| Historical Sortino (5Y) | 0.592 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.74% |