Canadian Solar Inc (CSIQ)
14.96
+0.09
(+0.61%)
USD |
NASDAQ |
Apr 24, 16:00
14.97
+0.01
(+0.07%)
After-Hours: 20:00
Canadian Solar Max Drawdown (5Y): 71.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 68.12% |
| August 31, 2023 | 69.32% |
| July 31, 2023 | 70.23% |
| June 30, 2023 | 70.23% |
| May 31, 2023 | 70.23% |
| April 30, 2023 | 72.06% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 72.82% |
| January 31, 2022 | 72.82% |
| December 31, 2021 | 74.47% |
| November 30, 2021 | 74.47% |
| October 31, 2021 | 74.47% |
| September 30, 2021 | 74.65% |
| 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% |
| August 31, 2020 | 75.61% |
| July 31, 2020 | 75.61% |
| June 30, 2020 | 75.61% |
| May 31, 2020 | 75.61% |
| April 30, 2020 | 75.61% |
| March 31, 2020 | 75.61% |
| February 29, 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
68.12%
Minimum
Sep 2023
75.61%
Maximum
Apr 2019
73.76%
Average
74.56%
Median
Max Drawdown (5Y) Benchmarks
| First Solar Inc | 61.26% |
| Enphase Energy Inc | 77.51% |
| SolarEdge Technologies Inc | 83.29% |
| SunPower Corp | 95.39% |
| Array Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.23 |
| Beta (5Y) | 1.258 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.93% |
| Historical Sharpe Ratio (5Y) | -0.0143 |
| Historical Sortino (5Y) | -0.0289 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.54% |