Cogeco Inc (CGO.TO)
51.25
-0.37
(-0.72%)
CAD |
TSX |
Apr 26, 16:00
Cogeco Max Drawdown (5Y): 52.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 41.28% |
July 31, 2020 | 41.28% |
June 30, 2020 | 41.28% |
May 31, 2020 | 41.28% |
April 30, 2020 | 41.28% |
March 31, 2020 | 41.28% |
February 29, 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
Apr 2019
52.10%
Maximum
Nov 2023
43.66%
Average
41.28%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Cogeco Communications Inc | 54.11% |
UpSnap Inc | 90.00% |
Tower One Wireless Corp | 94.12% |
Rift Valley Resources Corp | 87.50% |
Adamant Holding Inc | 97.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.547 |
Beta (5Y) | 0.3086 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.45% |
Historical Sharpe Ratio (5Y) | -0.212 |
Historical Sortino (5Y) | -0.3864 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.12% |