Computer Modelling Group Ltd (CMG.TO)
12.09
-0.36
(-2.89%)
CAD |
TSX |
Nov 07, 12:15
Computer Modelling Group Max Drawdown (5Y): 69.02% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 69.02% |
| August 31, 2024 | 69.02% |
| July 31, 2024 | 69.02% |
| June 30, 2024 | 69.02% |
| May 31, 2024 | 69.02% |
| April 30, 2024 | 69.02% |
| March 31, 2024 | 69.02% |
| February 29, 2024 | 69.02% |
| January 31, 2024 | 69.02% |
| December 31, 2023 | 69.02% |
| November 30, 2023 | 69.02% |
| October 31, 2023 | 69.02% |
| September 30, 2023 | 69.02% |
| August 31, 2023 | 69.02% |
| July 31, 2023 | 69.02% |
| June 30, 2023 | 69.02% |
| May 31, 2023 | 69.02% |
| April 30, 2023 | 69.02% |
| March 31, 2023 | 69.02% |
| February 28, 2023 | 69.02% |
| January 31, 2023 | 69.02% |
| December 31, 2022 | 69.02% |
| November 30, 2022 | 69.02% |
| October 31, 2022 | 69.02% |
| September 30, 2022 | 69.02% |
| Date | Value |
|---|---|
| August 31, 2022 | 69.02% |
| July 31, 2022 | 69.02% |
| June 30, 2022 | 69.02% |
| May 31, 2022 | 69.02% |
| April 30, 2022 | 69.02% |
| March 31, 2022 | 69.02% |
| February 28, 2022 | 69.02% |
| January 31, 2022 | 69.02% |
| December 31, 2021 | 69.02% |
| November 30, 2021 | 69.02% |
| October 31, 2021 | 69.02% |
| September 30, 2021 | 69.02% |
| August 31, 2021 | 69.02% |
| July 31, 2021 | 69.02% |
| June 30, 2021 | 69.02% |
| May 31, 2021 | 69.02% |
| April 30, 2021 | 69.02% |
| March 31, 2021 | 69.02% |
| February 28, 2021 | 69.02% |
| January 31, 2021 | 69.02% |
| December 31, 2020 | 69.02% |
| November 30, 2020 | 69.02% |
| October 31, 2020 | 69.02% |
| September 30, 2020 | 69.02% |
| August 31, 2020 | 69.02% |
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
56.86%
Minimum
Nov 2019
69.02%
Maximum
Mar 2020
68.20%
Average
69.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kinaxis Inc | 47.61% |
| Constellation Software Inc | 24.23% |
| Docebo Inc | -- |
| Nerds On Site Inc | 90.00% |
| XTM Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.849 |
| Beta (5Y) | 1.136 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.87% |
| Historical Sharpe Ratio (5Y) | 0.3832 |
| Historical Sortino (5Y) | 0.5544 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.22% |