CGI Inc (GIB)
111.60
-0.37
(-0.33%)
USD |
NYSE |
Nov 22, 16:00
111.61
+0.01
(+0.01%)
After-Hours: 20:00
CGI Max Drawdown (5Y): 45.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.98% |
September 30, 2024 | 45.98% |
August 31, 2024 | 45.98% |
July 31, 2024 | 45.98% |
June 30, 2024 | 45.98% |
May 31, 2024 | 45.98% |
April 30, 2024 | 45.98% |
March 31, 2024 | 45.98% |
February 29, 2024 | 45.98% |
January 31, 2024 | 45.98% |
December 31, 2023 | 45.98% |
November 30, 2023 | 45.98% |
October 31, 2023 | 45.98% |
September 30, 2023 | 45.98% |
August 31, 2023 | 45.98% |
July 31, 2023 | 45.98% |
June 30, 2023 | 45.98% |
May 31, 2023 | 45.98% |
April 30, 2023 | 45.98% |
March 31, 2023 | 45.98% |
February 28, 2023 | 45.98% |
January 31, 2023 | 45.98% |
December 31, 2022 | 45.98% |
November 30, 2022 | 45.98% |
October 31, 2022 | 45.98% |
Date | Value |
---|---|
September 30, 2022 | 45.98% |
August 31, 2022 | 45.98% |
July 31, 2022 | 45.98% |
June 30, 2022 | 45.98% |
May 31, 2022 | 45.98% |
April 30, 2022 | 45.98% |
March 31, 2022 | 45.98% |
February 28, 2022 | 45.98% |
January 31, 2022 | 45.98% |
December 31, 2021 | 45.98% |
November 30, 2021 | 45.98% |
October 31, 2021 | 45.98% |
September 30, 2021 | 45.98% |
August 31, 2021 | 45.98% |
July 31, 2021 | 45.98% |
June 30, 2021 | 45.98% |
May 31, 2021 | 45.98% |
April 30, 2021 | 45.98% |
March 31, 2021 | 45.98% |
February 28, 2021 | 45.98% |
January 31, 2021 | 45.98% |
December 31, 2020 | 45.98% |
November 30, 2020 | 45.98% |
October 31, 2020 | 45.98% |
September 30, 2020 | 45.98% |
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
25.05%
Minimum
Nov 2019
45.98%
Maximum
Mar 2020
44.58%
Average
45.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.414 |
Beta (5Y) | 0.9593 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.78% |
Historical Sharpe Ratio (5Y) | 0.209 |
Historical Sortino (5Y) | 0.2525 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.01% |