Colliers International Group Inc (CIGI.TO)
146.91
-2.58
(-1.73%)
CAD |
TSX |
Apr 25, 16:00
Colliers International Group Max Drawdown (5Y): 56.62% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 56.62% |
February 29, 2024 | 56.62% |
January 31, 2024 | 56.62% |
December 31, 2023 | 56.62% |
November 30, 2023 | 56.62% |
October 31, 2023 | 56.62% |
September 30, 2023 | 56.62% |
August 31, 2023 | 56.62% |
July 31, 2023 | 56.62% |
June 30, 2023 | 56.62% |
May 31, 2023 | 56.62% |
April 30, 2023 | 56.62% |
March 31, 2023 | 56.62% |
February 28, 2023 | 56.62% |
January 31, 2023 | 56.62% |
December 31, 2022 | 56.62% |
November 30, 2022 | 56.62% |
October 31, 2022 | 56.62% |
September 30, 2022 | 56.62% |
August 31, 2022 | 56.62% |
July 31, 2022 | 56.62% |
June 30, 2022 | 56.62% |
May 31, 2022 | 56.62% |
April 30, 2022 | 56.62% |
March 31, 2022 | 56.62% |
Date | Value |
---|---|
February 28, 2022 | 56.62% |
January 31, 2022 | 56.62% |
December 31, 2021 | 56.62% |
November 30, 2021 | 56.62% |
October 31, 2021 | 56.62% |
September 30, 2021 | 56.62% |
August 31, 2021 | 56.62% |
July 31, 2021 | 56.62% |
June 30, 2021 | 56.62% |
May 31, 2021 | 56.62% |
April 30, 2021 | 56.62% |
March 31, 2021 | 56.62% |
February 28, 2021 | 56.62% |
January 31, 2021 | 56.62% |
December 31, 2020 | 56.62% |
November 30, 2020 | 56.62% |
October 31, 2020 | 56.62% |
September 30, 2020 | 56.62% |
August 31, 2020 | 56.62% |
July 31, 2020 | 56.62% |
June 30, 2020 | 56.62% |
May 31, 2020 | 56.62% |
April 30, 2020 | 56.62% |
March 31, 2020 | 56.62% |
February 29, 2020 | 35.33% |
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
35.33%
Minimum
Apr 2019
56.62%
Maximum
Mar 2020
52.72%
Average
56.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Chartwell Retirement Residences | 55.15% |
Granite Real Estate Investment Trust | 44.89% |
Dream Industrial Real Estate Investment Trust | 51.02% |
StorageVault Canada Inc | 45.72% |
FirstService Corp | 42.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.006 |
Beta (5Y) | 1.603 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.08% |
Historical Sharpe Ratio (5Y) | 0.2989 |
Historical Sortino (5Y) | 0.4011 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.82% |