Canadian Solar Inc (CSIQ)
11.32
-0.48
(-4.07%)
USD |
NASDAQ |
Nov 21, 16:00
11.34
+0.02
(+0.18%)
After-Hours: 20:00
Canadian Solar Max Drawdown (5Y): 81.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.45% |
September 30, 2024 | 81.45% |
August 31, 2024 | 80.87% |
July 31, 2024 | 78.16% |
June 30, 2024 | 77.54% |
May 31, 2024 | 77.54% |
April 30, 2024 | 77.54% |
March 31, 2024 | 71.97% |
February 29, 2024 | 70.05% |
January 31, 2024 | 70.05% |
December 31, 2023 | 70.05% |
November 30, 2023 | 70.05% |
October 31, 2023 | 70.05% |
September 30, 2023 | 70.23% |
August 31, 2023 | 70.23% |
July 31, 2023 | 70.23% |
June 30, 2023 | 72.06% |
May 31, 2023 | 72.82% |
April 30, 2023 | 72.82% |
March 31, 2023 | 72.82% |
February 28, 2023 | 72.82% |
January 31, 2023 | 72.82% |
December 31, 2022 | 72.82% |
November 30, 2022 | 72.82% |
October 31, 2022 | 72.82% |
Date | Value |
---|---|
September 30, 2022 | 72.82% |
August 31, 2022 | 72.82% |
July 31, 2022 | 72.82% |
June 30, 2022 | 72.82% |
May 31, 2022 | 72.82% |
April 30, 2022 | 72.82% |
March 31, 2022 | 72.82% |
February 28, 2022 | 74.47% |
January 31, 2022 | 74.47% |
December 31, 2021 | 74.47% |
November 30, 2021 | 74.65% |
October 31, 2021 | 75.61% |
September 30, 2021 | 75.61% |
August 31, 2021 | 75.61% |
July 31, 2021 | 75.61% |
June 30, 2021 | 75.61% |
May 31, 2021 | 75.61% |
April 30, 2021 | 75.61% |
March 31, 2021 | 75.61% |
February 28, 2021 | 75.61% |
January 31, 2021 | 75.61% |
December 31, 2020 | 75.61% |
November 30, 2020 | 75.61% |
October 31, 2020 | 75.61% |
September 30, 2020 | 75.61% |
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
70.05%
Minimum
Oct 2023
81.45%
Maximum
Sep 2024
74.41%
Average
75.61%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
P2 Solar Inc | 99.75% |
First Solar Inc | 61.26% |
SolarEdge Technologies Inc | 95.94% |
Enphase Energy Inc | 77.51% |
Analog Devices Inc | 33.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.20 |
Beta (5Y) | 1.338 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.18% |
Historical Sharpe Ratio (5Y) | -0.1054 |
Historical Sortino (5Y) | -0.21 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.01% |