Cineplex Inc (CGX.TO)
10.28
+0.08
(+0.78%)
CAD |
TSX |
Nov 15, 16:00
Cineplex Max Drawdown (5Y): 90.21% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 90.21% |
| August 31, 2024 | 90.21% |
| July 31, 2024 | 90.21% |
| June 30, 2024 | 90.21% |
| May 31, 2024 | 90.21% |
| April 30, 2024 | 90.21% |
| March 31, 2024 | 90.21% |
| February 29, 2024 | 90.21% |
| January 31, 2024 | 90.21% |
| December 31, 2023 | 90.21% |
| November 30, 2023 | 90.21% |
| October 31, 2023 | 90.21% |
| September 30, 2023 | 90.21% |
| August 31, 2023 | 90.21% |
| July 31, 2023 | 90.21% |
| June 30, 2023 | 90.21% |
| May 31, 2023 | 90.21% |
| April 30, 2023 | 90.21% |
| March 31, 2023 | 90.21% |
| February 28, 2023 | 90.21% |
| January 31, 2023 | 90.21% |
| December 31, 2022 | 90.21% |
| November 30, 2022 | 90.21% |
| October 31, 2022 | 90.21% |
| September 30, 2022 | 90.21% |
| Date | Value |
|---|---|
| August 31, 2022 | 90.21% |
| July 31, 2022 | 90.21% |
| June 30, 2022 | 90.21% |
| May 31, 2022 | 90.21% |
| April 30, 2022 | 90.21% |
| March 31, 2022 | 90.21% |
| February 28, 2022 | 90.21% |
| January 31, 2022 | 90.21% |
| December 31, 2021 | 90.21% |
| November 30, 2021 | 90.21% |
| October 31, 2021 | 90.21% |
| September 30, 2021 | 90.21% |
| August 31, 2021 | 90.21% |
| July 31, 2021 | 90.21% |
| June 30, 2021 | 90.21% |
| May 31, 2021 | 90.21% |
| April 30, 2021 | 90.21% |
| March 31, 2021 | 90.21% |
| February 28, 2021 | 90.21% |
| January 31, 2021 | 90.21% |
| December 31, 2020 | 90.21% |
| November 30, 2020 | 90.21% |
| October 31, 2020 | 90.21% |
| September 30, 2020 | 84.46% |
| August 31, 2020 | 83.42% |
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
53.45%
Minimum
Nov 2019
90.21%
Maximum
Oct 2020
86.79%
Average
90.21%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Stingray Group Inc | 68.20% |
| Corus Entertainment Inc | 98.20% |
| VerticalScope Holdings Inc | -- |
| Tower One Wireless Corp | 97.50% |
| Rift Valley Resources Corp | 87.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.34 |
| Beta (5Y) | 2.767 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.41% |
| Historical Sharpe Ratio (5Y) | -0.2431 |
| Historical Sortino (5Y) | -0.3544 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.86% |