CI Financial Corp (CIX.TO)
22.96
+0.06
(+0.26%)
CAD |
TSX |
Nov 01, 16:00
CI Financial Max Drawdown (5Y): 59.56% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 59.56% |
August 31, 2024 | 59.56% |
July 31, 2024 | 59.56% |
June 30, 2024 | 59.56% |
May 31, 2024 | 59.56% |
April 30, 2024 | 59.56% |
March 31, 2024 | 59.56% |
February 29, 2024 | 59.56% |
January 31, 2024 | 59.56% |
December 31, 2023 | 59.56% |
November 30, 2023 | 59.56% |
October 31, 2023 | 59.56% |
September 30, 2023 | 59.56% |
August 31, 2023 | 59.56% |
July 31, 2023 | 59.56% |
June 30, 2023 | 59.56% |
May 31, 2023 | 59.56% |
April 30, 2023 | 59.56% |
March 31, 2023 | 59.56% |
February 28, 2023 | 59.56% |
January 31, 2023 | 59.56% |
December 31, 2022 | 59.56% |
November 30, 2022 | 59.56% |
October 31, 2022 | 59.56% |
September 30, 2022 | 59.56% |
Date | Value |
---|---|
August 31, 2022 | 59.56% |
July 31, 2022 | 59.56% |
June 30, 2022 | 59.56% |
May 31, 2022 | 59.56% |
April 30, 2022 | 59.56% |
March 31, 2022 | 59.56% |
February 28, 2022 | 59.56% |
January 31, 2022 | 59.56% |
December 31, 2021 | 59.56% |
November 30, 2021 | 59.56% |
October 31, 2021 | 59.56% |
September 30, 2021 | 59.56% |
August 31, 2021 | 59.56% |
July 31, 2021 | 59.56% |
June 30, 2021 | 59.56% |
May 31, 2021 | 59.56% |
April 30, 2021 | 59.56% |
March 31, 2021 | 59.56% |
February 28, 2021 | 59.56% |
January 31, 2021 | 59.56% |
December 31, 2020 | 59.56% |
November 30, 2020 | 59.56% |
October 31, 2020 | 59.56% |
September 30, 2020 | 59.56% |
August 31, 2020 | 59.56% |
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
44.65%
Minimum
Nov 2019
59.56%
Maximum
Mar 2020
58.55%
Average
59.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
IGM Financial Inc | 47.65% |
Fiera Capital Corp | 61.45% |
Polaris Northstar Capital Corp | 99.98% |
SOL Global Investments Corp | 99.54% |
Eat & Beyond Global Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.92 |
Beta (5Y) | 1.709 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.21% |
Historical Sharpe Ratio (5Y) | 0.0318 |
Historical Sortino (5Y) | 0.0384 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.79% |