Cogeco Inc (CGO.TO)

57.66 +0.38 (+0.66%) CAD  |  TSX  |  Dec 20, 16:00
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Cogeco Max Drawdown (5Y): 52.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -12.54
Beta (5Y) 0.4171
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.75%
Historical Sharpe Ratio (5Y) -0.3561
Historical Sortino (5Y) -0.6704
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.09%