Corus Entertainment Inc (CJR.B.TO)
0.51
+0.01
(+2.00%)
CAD |
TSX |
May 03, 16:00
Corus Entertainment Max Drawdown (5Y): 91.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.80% |
| March 31, 2024 | 91.80% |
| February 29, 2024 | 91.80% |
| January 31, 2024 | 91.80% |
| December 31, 2023 | 91.80% |
| November 30, 2023 | 91.80% |
| October 31, 2023 | 89.72% |
| September 30, 2023 | 83.93% |
| August 31, 2023 | 82.81% |
| July 31, 2023 | 82.81% |
| June 30, 2023 | 82.81% |
| May 31, 2023 | 82.81% |
| April 30, 2023 | 82.81% |
| March 31, 2023 | 82.81% |
| February 28, 2023 | 82.81% |
| January 31, 2023 | 82.81% |
| December 31, 2022 | 82.81% |
| November 30, 2022 | 82.81% |
| October 31, 2022 | 82.81% |
| September 30, 2022 | 82.81% |
| August 31, 2022 | 82.81% |
| July 31, 2022 | 82.81% |
| June 30, 2022 | 82.81% |
| May 31, 2022 | 82.81% |
| April 30, 2022 | 82.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.81% |
| February 28, 2022 | 82.81% |
| January 31, 2022 | 82.81% |
| December 31, 2021 | 82.81% |
| November 30, 2021 | 82.81% |
| October 31, 2021 | 82.81% |
| September 30, 2021 | 82.81% |
| August 31, 2021 | 82.81% |
| July 31, 2021 | 82.81% |
| June 30, 2021 | 82.81% |
| May 31, 2021 | 82.81% |
| April 30, 2021 | 82.81% |
| March 31, 2021 | 82.81% |
| February 28, 2021 | 82.81% |
| January 31, 2021 | 82.81% |
| December 31, 2020 | 82.81% |
| November 30, 2020 | 82.81% |
| October 31, 2020 | 82.81% |
| September 30, 2020 | 82.81% |
| August 31, 2020 | 82.81% |
| July 31, 2020 | 82.81% |
| June 30, 2020 | 82.81% |
| May 31, 2020 | 82.81% |
| April 30, 2020 | 82.81% |
| March 31, 2020 | 82.81% |
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
78.47%
Minimum
May 2019
91.80%
Maximum
Nov 2023
83.12%
Average
82.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Asian Television Network International Ltd | 96.63% |
| Stingray Group Inc | 68.20% |
| New Wave Holdings Corp | 99.94% |
| Spacefy Inc | 98.53% |
| Legible Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.13 |
| Beta (5Y) | 2.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.98% |
| Historical Sharpe Ratio (5Y) | -0.7148 |
| Historical Sortino (5Y) | -1.055 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.51% |