Canadian Solar Inc (CSIQ)
13.08
+1.07
(+8.91%)
USD |
NASDAQ |
Dec 09, 11:30
Canadian Solar Max Drawdown (5Y): 82.87% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 82.87% |
| 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% |
| Date | Value |
|---|---|
| October 31, 2022 | 72.82% |
| 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% |
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
82.87%
Maximum
Nov 2024
74.53%
Average
75.61%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| First Solar Inc | 61.26% |
| P2 Solar Inc | 99.75% |
| SolarEdge Technologies Inc | 97.16% |
| Enphase Energy Inc | 82.29% |
| Marvell Technology Inc | 61.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.06 |
| Beta (5Y) | 1.294 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.14% |
| Historical Sharpe Ratio (5Y) | -0.1385 |
| Historical Sortino (5Y) | -0.2772 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.10% |