Computer Modelling Group Ltd (CMDXF)
6.942
-0.24
(-3.31%)
USD |
OTCM |
Nov 15, 13:45
Computer Modelling Group Max Drawdown (5Y): 72.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.96% |
| September 30, 2024 | 72.96% |
| August 31, 2024 | 72.96% |
| July 31, 2024 | 72.96% |
| June 30, 2024 | 72.96% |
| May 31, 2024 | 72.96% |
| April 30, 2024 | 72.96% |
| March 31, 2024 | 72.96% |
| February 29, 2024 | 72.96% |
| January 31, 2024 | 72.96% |
| December 31, 2023 | 72.96% |
| November 30, 2023 | 72.96% |
| October 31, 2023 | 72.96% |
| September 30, 2023 | 72.96% |
| August 31, 2023 | 72.96% |
| July 31, 2023 | 72.96% |
| June 30, 2023 | 72.96% |
| May 31, 2023 | 72.96% |
| April 30, 2023 | 72.96% |
| March 31, 2023 | 72.96% |
| February 28, 2023 | 72.96% |
| January 31, 2023 | 72.96% |
| December 31, 2022 | 72.96% |
| November 30, 2022 | 72.96% |
| October 31, 2022 | 72.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.96% |
| August 31, 2022 | 72.96% |
| July 31, 2022 | 72.96% |
| June 30, 2022 | 72.96% |
| May 31, 2022 | 72.96% |
| April 30, 2022 | 72.96% |
| March 31, 2022 | 72.96% |
| February 28, 2022 | 72.96% |
| January 31, 2022 | 72.96% |
| December 31, 2021 | 72.96% |
| November 30, 2021 | 72.96% |
| October 31, 2021 | 72.96% |
| September 30, 2021 | 72.96% |
| August 31, 2021 | 72.96% |
| July 31, 2021 | 72.96% |
| June 30, 2021 | 72.96% |
| May 31, 2021 | 72.96% |
| April 30, 2021 | 72.96% |
| March 31, 2021 | 72.96% |
| February 28, 2021 | 72.96% |
| January 31, 2021 | 72.96% |
| December 31, 2020 | 72.96% |
| November 30, 2020 | 72.96% |
| October 31, 2020 | 72.96% |
| September 30, 2020 | 72.96% |
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
66.02%
Minimum
Nov 2019
72.96%
Maximum
Mar 2020
72.49%
Average
72.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Two Hands Corp | 100.0% |
| Earth Life Sciences Inc | 100.00% |
| Femto Technologies Inc | -- |
| A2Z Cust2Mate Solutions Corp | -- |
| Firefly Neuroscience Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.149 |
| Beta (5Y) | 1.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.05% |
| Historical Sharpe Ratio (5Y) | 0.2848 |
| Historical Sortino (5Y) | 0.3673 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.45% |