Cogeco Inc (CGO.TO)
60.66
-0.83
(-1.35%)
CAD |
TSX |
Nov 14, 16:00
Cogeco Max Drawdown (5Y): 52.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.10% |
| September 30, 2024 | 52.10% |
| August 31, 2024 | 52.10% |
| July 31, 2024 | 52.10% |
| June 30, 2024 | 52.10% |
| May 31, 2024 | 52.10% |
| April 30, 2024 | 52.10% |
| March 31, 2024 | 52.10% |
| February 29, 2024 | 52.10% |
| January 31, 2024 | 52.10% |
| December 31, 2023 | 52.10% |
| November 30, 2023 | 52.10% |
| October 31, 2023 | 51.65% |
| September 30, 2023 | 50.78% |
| August 31, 2023 | 50.03% |
| July 31, 2023 | 46.94% |
| June 30, 2023 | 46.94% |
| May 31, 2023 | 46.94% |
| April 30, 2023 | 46.94% |
| March 31, 2023 | 46.94% |
| February 28, 2023 | 46.94% |
| January 31, 2023 | 46.94% |
| December 31, 2022 | 46.94% |
| November 30, 2022 | 46.94% |
| October 31, 2022 | 46.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.62% |
| August 31, 2022 | 41.28% |
| July 31, 2022 | 41.28% |
| June 30, 2022 | 41.28% |
| May 31, 2022 | 41.28% |
| April 30, 2022 | 41.28% |
| March 31, 2022 | 41.28% |
| February 28, 2022 | 41.28% |
| January 31, 2022 | 41.28% |
| December 31, 2021 | 41.28% |
| November 30, 2021 | 41.28% |
| October 31, 2021 | 41.28% |
| September 30, 2021 | 41.28% |
| August 31, 2021 | 41.28% |
| July 31, 2021 | 41.28% |
| June 30, 2021 | 41.28% |
| May 31, 2021 | 41.28% |
| April 30, 2021 | 41.28% |
| March 31, 2021 | 41.28% |
| February 28, 2021 | 41.28% |
| January 31, 2021 | 41.28% |
| December 31, 2020 | 41.28% |
| November 30, 2020 | 41.28% |
| October 31, 2020 | 41.28% |
| September 30, 2020 | 41.28% |
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
41.28%
Minimum
Nov 2019
52.10%
Maximum
Nov 2023
44.92%
Average
41.28%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Cogeco Communications Inc | 54.11% |
| Advantex Marketing International Inc | -- |
| Tower One Wireless Corp | 97.50% |
| Rift Valley Resources Corp | 87.50% |
| Legible Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.41 |
| Beta (5Y) | 0.4164 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.92% |
| Historical Sharpe Ratio (5Y) | -0.3596 |
| Historical Sortino (5Y) | -0.6799 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.15% |