CGI Inc (GIB.A.TO)
143.73
-0.12
(-0.08%)
CAD |
TSX |
Apr 24, 16:00
CGI Max Drawdown (5Y): 39.78% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 39.78% |
February 29, 2024 | 39.78% |
January 31, 2024 | 39.78% |
December 31, 2023 | 39.78% |
November 30, 2023 | 39.78% |
October 31, 2023 | 39.78% |
September 30, 2023 | 39.78% |
August 31, 2023 | 39.78% |
July 31, 2023 | 39.78% |
June 30, 2023 | 39.78% |
May 31, 2023 | 39.78% |
April 30, 2023 | 39.78% |
March 31, 2023 | 39.78% |
February 28, 2023 | 39.78% |
January 31, 2023 | 39.78% |
December 31, 2022 | 39.78% |
November 30, 2022 | 39.78% |
October 31, 2022 | 39.78% |
September 30, 2022 | 39.78% |
August 31, 2022 | 39.78% |
July 31, 2022 | 39.78% |
June 30, 2022 | 39.78% |
May 31, 2022 | 39.78% |
April 30, 2022 | 39.78% |
March 31, 2022 | 39.78% |
Date | Value |
---|---|
February 28, 2022 | 39.78% |
January 31, 2022 | 39.78% |
December 31, 2021 | 39.78% |
November 30, 2021 | 39.78% |
October 31, 2021 | 39.78% |
September 30, 2021 | 39.78% |
August 31, 2021 | 39.78% |
July 31, 2021 | 39.78% |
June 30, 2021 | 39.78% |
May 31, 2021 | 39.78% |
April 30, 2021 | 39.78% |
March 31, 2021 | 39.78% |
February 28, 2021 | 39.78% |
January 31, 2021 | 39.78% |
December 31, 2020 | 39.78% |
November 30, 2020 | 39.78% |
October 31, 2020 | 39.78% |
September 30, 2020 | 39.78% |
August 31, 2020 | 39.78% |
July 31, 2020 | 39.78% |
June 30, 2020 | 39.78% |
May 31, 2020 | 39.78% |
April 30, 2020 | 39.78% |
March 31, 2020 | 39.78% |
February 29, 2020 | 20.03% |
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
20.03%
Minimum
Apr 2019
39.78%
Maximum
Mar 2020
36.16%
Average
39.78%
Median
Mar 2020
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) | 1.482 |
Beta (5Y) | 0.8075 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.29% |
Historical Sharpe Ratio (5Y) | 0.4052 |
Historical Sortino (5Y) | 0.4878 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.34% |