Computer Modelling Group Ltd. (CMG.TO)
3.98
+0.04
(+1.02%)
CAD |
TSX |
Aug 26, 14:31
Computer Modelling Group Max Drawdown (5Y) : 75.65% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 75.65% |
| June 30, 2026 | 75.65% |
| May 31, 2026 | 74.23% |
| April 30, 2026 | 74.23% |
| March 31, 2026 | 74.23% |
| February 28, 2026 | 72.82% |
| January 31, 2026 | 66.34% |
| December 31, 2025 | 66.34% |
| November 30, 2025 | 66.34% |
| October 31, 2025 | 62.89% |
| September 30, 2025 | 57.94% |
| August 31, 2025 | 57.94% |
| July 31, 2025 | 57.94% |
| June 30, 2025 | 59.19% |
| May 31, 2025 | 59.19% |
| April 30, 2025 | 65.24% |
| March 31, 2025 | 65.24% |
| February 28, 2025 | 70.43% |
| January 31, 2025 | 70.43% |
| December 31, 2024 | 70.43% |
| November 30, 2024 | 70.43% |
| October 31, 2024 | 70.43% |
| September 30, 2024 | 70.43% |
| August 31, 2024 | 70.43% |
| July 31, 2024 | 70.43% |
| Date | Value |
|---|---|
| June 30, 2024 | 70.43% |
| May 31, 2024 | 70.43% |
| April 30, 2024 | 70.43% |
| March 31, 2024 | 70.43% |
| February 29, 2024 | 70.43% |
| January 31, 2024 | 70.43% |
| December 31, 2023 | 70.43% |
| November 30, 2023 | 70.43% |
| October 31, 2023 | 70.43% |
| September 30, 2023 | 70.43% |
| August 31, 2023 | 70.43% |
| July 31, 2023 | 70.43% |
| June 30, 2023 | 70.43% |
| May 31, 2023 | 70.43% |
| April 30, 2023 | 70.43% |
| March 31, 2023 | 70.43% |
| February 28, 2023 | 70.43% |
| January 31, 2023 | 70.43% |
| December 31, 2022 | 70.43% |
| November 30, 2022 | 70.43% |
| October 31, 2022 | 70.43% |
| September 30, 2022 | 70.43% |
| August 31, 2022 | 70.43% |
| July 31, 2022 | 70.43% |
| June 30, 2022 | 70.43% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Enghouse Systems Ltd. | 72.35% |
| Open Text Corp. | 53.01% |
| 01 Quantum, Inc. | 92.55% |
| Constellation Software, Inc. | 56.38% |
| The Descartes Systems Group, Inc. | 50.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7665 |
| Beta (5Y) | -0.2141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.92% |
| Historical Sharpe Ratio (5Y) | -0.0904 |
| Historical Sortino (5Y) | -0.1451 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.48% |