Computershare Ltd. (CMSQY)
27.84
-0.06
(-0.20%)
USD |
OTCM |
Oct 05, 16:00
Computershare Max Drawdown (5Y) : 29.09% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 29.09% |
| August 31, 2026 | 29.09% |
| July 31, 2026 | 29.09% |
| June 30, 2026 | 29.09% |
| May 31, 2026 | 29.09% |
| April 30, 2026 | 29.09% |
| March 31, 2026 | 29.09% |
| February 28, 2026 | 28.27% |
| January 31, 2026 | 28.27% |
| December 31, 2025 | 28.27% |
| November 30, 2025 | 28.27% |
| October 31, 2025 | 40.74% |
| September 30, 2025 | 41.72% |
| August 31, 2025 | 41.72% |
| July 31, 2025 | 41.72% |
| June 30, 2025 | 41.72% |
| May 31, 2025 | 41.72% |
| April 30, 2025 | 49.23% |
| March 31, 2025 | 60.63% |
| February 28, 2025 | 65.17% |
| January 31, 2025 | 65.17% |
| December 31, 2024 | 65.17% |
| November 30, 2024 | 65.17% |
| October 31, 2024 | 65.17% |
| September 30, 2024 | 65.17% |
| Date | Value |
|---|---|
| August 31, 2024 | 65.17% |
| July 31, 2024 | 65.17% |
| June 30, 2024 | 65.17% |
| May 31, 2024 | 65.17% |
| April 30, 2024 | 65.17% |
| March 31, 2024 | 65.17% |
| February 29, 2024 | 65.17% |
| January 31, 2024 | 65.17% |
| December 31, 2023 | 65.17% |
| November 30, 2023 | 65.17% |
| October 31, 2023 | 65.17% |
| September 30, 2023 | 65.17% |
| August 31, 2023 | 65.17% |
| July 31, 2023 | 65.17% |
| June 30, 2023 | 65.17% |
| May 31, 2023 | 65.17% |
| April 30, 2023 | 65.17% |
| March 31, 2023 | 65.17% |
| February 28, 2023 | 65.17% |
| January 31, 2023 | 65.17% |
| December 31, 2022 | 65.17% |
| November 30, 2022 | 65.17% |
| October 31, 2022 | 65.17% |
| September 30, 2022 | 65.17% |
| August 31, 2022 | 65.17% |
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
| ALS Ltd. | 32.46% |
| SOS Ltd. | 99.99% |
| Smartgroup Corp. Ltd. | 20.53% |
| IPH Ltd. | 69.10% |
| Freelancer Ltd. | 95.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.52 |
| Beta (5Y) | 0.4513 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.59% |
| Historical Sharpe Ratio (5Y) | 0.6655 |
| Historical Sortino (5Y) | 1.334 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.01% |