Converge Technology Solutions Corp (CTS.TO)
3.55
-0.05
(-1.39%)
CAD |
TSX |
Nov 15, 16:00
Converge Technology Solutions Max Drawdown (5Y): 81.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.75% |
| September 30, 2024 | 81.75% |
| August 31, 2024 | 81.75% |
| July 31, 2024 | 81.75% |
| June 30, 2024 | 81.75% |
| May 31, 2024 | 81.75% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
81.75%
Maximum
Oct 2023
64.05%
Average
53.12%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Windfall Geotek Inc | 98.11% |
| New World Solutions Inc | 99.80% |
| Nerds On Site Inc | 90.00% |
| XTM Inc | -- |
| Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.005 |
| Beta (5Y) | 1.811 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.44% |
| Historical Sharpe Ratio (5Y) | 0.3907 |
| Historical Sortino (5Y) | 0.8076 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.90% |