Computershare Ltd (CMSQY)
19.54
+0.42
(+2.17%)
USD |
OTCM |
Nov 14, 12:36
Computershare Max Drawdown (5Y): 64.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.60% |
| September 30, 2024 | 64.60% |
| August 31, 2024 | 64.60% |
| July 31, 2024 | 64.60% |
| June 30, 2024 | 64.60% |
| May 31, 2024 | 64.60% |
| April 30, 2024 | 64.60% |
| March 31, 2024 | 64.60% |
| February 29, 2024 | 64.60% |
| January 31, 2024 | 64.60% |
| December 31, 2023 | 64.60% |
| November 30, 2023 | 64.60% |
| October 31, 2023 | 64.60% |
| September 30, 2023 | 64.60% |
| August 31, 2023 | 64.60% |
| July 31, 2023 | 64.60% |
| June 30, 2023 | 64.60% |
| May 31, 2023 | 64.60% |
| April 30, 2023 | 64.60% |
| March 31, 2023 | 64.60% |
| February 28, 2023 | 64.60% |
| January 31, 2023 | 64.60% |
| December 31, 2022 | 64.60% |
| November 30, 2022 | 64.60% |
| October 31, 2022 | 64.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.60% |
| August 31, 2022 | 64.60% |
| July 31, 2022 | 64.60% |
| June 30, 2022 | 64.60% |
| May 31, 2022 | 64.60% |
| April 30, 2022 | 64.60% |
| March 31, 2022 | 64.60% |
| February 28, 2022 | 64.60% |
| January 31, 2022 | 64.60% |
| December 31, 2021 | 64.60% |
| November 30, 2021 | 64.60% |
| October 31, 2021 | 64.60% |
| September 30, 2021 | 64.60% |
| August 31, 2021 | 64.60% |
| July 31, 2021 | 64.60% |
| June 30, 2021 | 64.60% |
| May 31, 2021 | 64.60% |
| April 30, 2021 | 64.60% |
| March 31, 2021 | 64.60% |
| February 28, 2021 | 64.60% |
| January 31, 2021 | 64.60% |
| December 31, 2020 | 64.60% |
| November 30, 2020 | 64.60% |
| October 31, 2020 | 64.60% |
| September 30, 2020 | 64.60% |
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
45.40%
Minimum
Nov 2019
64.60%
Maximum
Mar 2020
63.32%
Average
64.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Macquarie Group Ltd | 59.28% |
| SIPP International Industries Inc | 99.80% |
| China Dasheng Biotechnology Co | 99.89% |
| Commonwealth Bank of Australia | 47.81% |
| Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.905 |
| Beta (5Y) | 1.084 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.79% |
| Historical Sharpe Ratio (5Y) | 0.3475 |
| Historical Sortino (5Y) | 0.3843 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.99% |