Enghouse Systems Ltd (ENGH.TO)
29.60
-0.41
(-1.37%)
CAD |
TSX |
Nov 15, 16:00
29.60
0.00 (0.00%)
After-Hours: 16:00
Enghouse Systems Max Drawdown (5Y): 67.78% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 67.78% |
| August 31, 2024 | 67.78% |
| July 31, 2024 | 67.78% |
| June 30, 2024 | 67.78% |
| May 31, 2024 | 67.78% |
| April 30, 2024 | 67.78% |
| March 31, 2024 | 67.78% |
| February 29, 2024 | 67.78% |
| January 31, 2024 | 67.78% |
| December 31, 2023 | 67.78% |
| November 30, 2023 | 67.78% |
| October 31, 2023 | 67.78% |
| September 30, 2023 | 67.78% |
| August 31, 2023 | 67.78% |
| July 31, 2023 | 67.78% |
| June 30, 2023 | 67.78% |
| May 31, 2023 | 67.78% |
| April 30, 2023 | 67.78% |
| March 31, 2023 | 67.78% |
| February 28, 2023 | 67.78% |
| January 31, 2023 | 67.78% |
| December 31, 2022 | 67.78% |
| November 30, 2022 | 67.78% |
| October 31, 2022 | 67.78% |
| September 30, 2022 | 67.78% |
| Date | Value |
|---|---|
| August 31, 2022 | 67.78% |
| July 31, 2022 | 67.78% |
| June 30, 2022 | 67.78% |
| May 31, 2022 | 59.08% |
| April 30, 2022 | 55.10% |
| March 31, 2022 | 55.10% |
| February 28, 2022 | 47.69% |
| January 31, 2022 | 45.86% |
| December 31, 2021 | 41.92% |
| November 30, 2021 | 33.75% |
| October 31, 2021 | 33.75% |
| September 30, 2021 | 33.75% |
| August 31, 2021 | 34.30% |
| July 31, 2021 | 34.30% |
| June 30, 2021 | 34.34% |
| May 31, 2021 | 34.34% |
| April 30, 2021 | 34.34% |
| March 31, 2021 | 34.34% |
| February 28, 2021 | 34.34% |
| January 31, 2021 | 34.34% |
| December 31, 2020 | 34.34% |
| November 30, 2020 | 34.34% |
| October 31, 2020 | 34.34% |
| September 30, 2020 | 34.34% |
| August 31, 2020 | 34.34% |
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
33.75%
Minimum
Sep 2021
67.78%
Maximum
Jun 2022
51.85%
Average
55.10%
Median
Mar 2022
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) | -7.196 |
| Beta (5Y) | 0.6293 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.13% |
| Historical Sharpe Ratio (5Y) | -0.0465 |
| Historical Sortino (5Y) | -0.084 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.15% |