Computer Modelling Group Ltd (CMG.TO)

10.40 -0.27 (-2.53%) CAD  |  TSX  |  Dec 20, 16:00
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Computer Modelling Group Max Drawdown (5Y): 70.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
255.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Kinaxis Inc 47.61%
Docebo Inc 72.50%
Constellation Software Inc 24.23%
Nerds On Site Inc 91.43%
XTM Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.950
Beta (5Y) 1.037
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.11%
Historical Sharpe Ratio (5Y) 0.133
Historical Sortino (5Y) 0.1922
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.72%