Converge Technology Solutions Corp (CTS.TO)
5.25
-0.14
(-2.60%)
CAD |
TSX |
May 17, 16:00
Converge Technology Solutions Max Drawdown (5Y): 81.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.75% |
March 31, 2024 | 81.75% |
February 29, 2024 | 81.75% |
January 31, 2024 | 81.75% |
December 31, 2023 | 81.75% |
November 30, 2023 | 81.75% |
October 31, 2023 | 81.75% |
September 30, 2023 | 80.80% |
August 31, 2023 | 80.80% |
July 31, 2023 | 78.91% |
June 30, 2023 | 78.91% |
May 31, 2023 | 78.91% |
April 30, 2023 | 74.71% |
March 31, 2023 | 71.44% |
February 28, 2023 | 71.44% |
January 31, 2023 | 71.44% |
December 31, 2022 | 71.44% |
November 30, 2022 | 71.44% |
October 31, 2022 | 60.78% |
September 30, 2022 | 60.78% |
August 31, 2022 | 60.78% |
July 31, 2022 | 60.78% |
June 30, 2022 | 60.08% |
May 31, 2022 | 53.12% |
April 30, 2022 | 53.12% |
Date | Value |
---|---|
March 31, 2022 | 53.12% |
February 28, 2022 | 53.12% |
January 31, 2022 | 53.12% |
December 31, 2021 | 53.12% |
November 30, 2021 | 53.12% |
October 31, 2021 | 53.12% |
September 30, 2021 | 53.12% |
August 31, 2021 | 53.12% |
July 31, 2021 | 53.12% |
June 30, 2021 | 53.12% |
May 31, 2021 | 53.12% |
April 30, 2021 | 53.12% |
March 31, 2021 | 53.12% |
February 28, 2021 | 53.12% |
January 31, 2021 | 53.12% |
December 31, 2020 | 53.12% |
November 30, 2020 | 53.12% |
October 31, 2020 | 53.12% |
September 30, 2020 | 53.12% |
August 31, 2020 | 53.12% |
July 31, 2020 | 53.12% |
June 30, 2020 | 53.12% |
May 31, 2020 | 53.12% |
April 30, 2020 | 53.12% |
March 31, 2020 | 53.12% |
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
53.12%
Minimum
May 2019
81.75%
Maximum
Oct 2023
61.19%
Average
53.12%
Median
May 2019
Max Drawdown (5Y) Benchmarks
New World Solutions Inc | 99.69% |
NameSilo Technologies Corp | 76.36% |
Nerds On Site Inc | 89.29% |
XTM Inc | -- |
Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 21.60 |
Beta (5Y) | 1.918 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.88% |
Historical Sharpe Ratio (5Y) | 0.5227 |
Historical Sortino (5Y) | 1.098 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.24% |