Cogeco Inc (CGO.TO)
60.07
+0.26
(+0.43%)
CAD |
TSX |
Apr 09, 16:00
Cogeco Max Drawdown (5Y): 52.10% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Cogeco Communications Inc | 54.11% |
| Advantex Marketing International Inc | 99.67% |
| Tower One Wireless Corp | 96.25% |
| Rift Valley Resources Corp | 87.50% |
| Legible Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.04 |
| Beta (5Y) | 0.3983 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.35% |
| Historical Sharpe Ratio (5Y) | -0.1932 |
| Historical Sortino (5Y) | -0.3992 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.44% |