Corus Entertainment Inc (CJR.B.TO)
0.10
0.00 (0.00%)
CAD |
TSX |
Apr 25, 16:00
Corus Entertainment Max Drawdown (5Y): 98.56% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Asian Television Network International Ltd | 96.06% |
| Stingray Group Inc | 61.39% |
| New Wave Holdings Corp | 99.98% |
| Spacefy Inc | 98.53% |
| Legible Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -71.15 |
| Beta (5Y) | 1.855 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.71% |
| Historical Sharpe Ratio (5Y) | -0.6907 |
| Historical Sortino (5Y) | -0.954 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.19% |