Cogeco Communications Inc (CGEAF)
38.00
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Cogeco Communications Max Drawdown (5Y): 58.28% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 58.28% |
April 30, 2024 | 58.28% |
March 31, 2024 | 58.28% |
February 29, 2024 | 58.28% |
January 31, 2024 | 58.28% |
December 31, 2023 | 58.28% |
November 30, 2023 | 58.28% |
October 31, 2023 | 54.09% |
September 30, 2023 | 52.35% |
August 31, 2023 | 52.35% |
July 31, 2023 | 52.35% |
June 30, 2023 | 52.35% |
May 31, 2023 | 52.35% |
April 30, 2023 | 52.35% |
March 31, 2023 | 52.35% |
February 28, 2023 | 50.04% |
January 31, 2023 | 50.04% |
December 31, 2022 | 50.04% |
November 30, 2022 | 50.04% |
October 31, 2022 | 50.04% |
September 30, 2022 | 44.96% |
August 31, 2022 | 38.25% |
July 31, 2022 | 38.25% |
June 30, 2022 | 38.25% |
May 31, 2022 | 38.25% |
Date | Value |
---|---|
April 30, 2022 | 38.25% |
March 31, 2022 | 38.25% |
February 28, 2022 | 38.25% |
January 31, 2022 | 38.25% |
December 31, 2021 | 38.25% |
November 30, 2021 | 38.25% |
October 31, 2021 | 38.25% |
September 30, 2021 | 38.25% |
August 31, 2021 | 38.25% |
July 31, 2021 | 38.25% |
June 30, 2021 | 38.25% |
May 31, 2021 | 38.25% |
April 30, 2021 | 38.25% |
March 31, 2021 | 38.25% |
February 28, 2021 | 38.25% |
January 31, 2021 | 38.25% |
December 31, 2020 | 38.25% |
November 30, 2020 | 38.25% |
October 31, 2020 | 38.25% |
September 30, 2020 | 38.25% |
August 31, 2020 | 38.25% |
July 31, 2020 | 38.25% |
June 30, 2020 | 38.25% |
May 31, 2020 | 38.25% |
April 30, 2020 | 38.25% |
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
38.25%
Minimum
Jun 2019
58.28%
Maximum
Nov 2023
43.59%
Average
38.25%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Imax Corp | 83.43% |
Lions Gate Entertainment Corp | 86.88% |
UpSnap Inc | -- |
Karbon-X Corp | -- |
Lionsgate Studios Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.96 |
Beta (5Y) | 0.6214 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.08% |
Historical Sharpe Ratio (5Y) | -0.3487 |
Historical Sortino (5Y) | -0.5083 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.88% |