Corus Entertainment Inc (CJR.B.TO)
0.115
0.00 (0.00%)
CAD |
TSX |
Nov 14, 15:59
Corus Entertainment Max Drawdown (5Y): 98.20% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.20% |
| August 31, 2024 | 98.20% |
| July 31, 2024 | 98.11% |
| June 30, 2024 | 97.75% |
| May 31, 2024 | 91.80% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
98.20%
Maximum
Aug 2024
84.75%
Average
82.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Asian Television Network International Ltd | 96.06% |
| Stingray Group Inc | 68.20% |
| Quebecor Inc | 30.07% |
| VerticalScope Holdings Inc | -- |
| Legible Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -67.84 |
| Beta (5Y) | 2.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.58% |
| Historical Sharpe Ratio (5Y) | -0.7446 |
| Historical Sortino (5Y) | -0.9908 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.71% |