Open Text Corp (OTEX.TO)
49.28
+0.67
(+1.38%)
CAD |
TSX |
Apr 23, 16:00
Open Text Max Drawdown (5Y): 47.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 47.97% |
| February 29, 2024 | 47.97% |
| January 31, 2024 | 47.97% |
| December 31, 2023 | 47.97% |
| November 30, 2023 | 47.97% |
| October 31, 2023 | 47.97% |
| September 30, 2023 | 47.97% |
| August 31, 2023 | 47.97% |
| July 31, 2023 | 47.97% |
| June 30, 2023 | 47.97% |
| May 31, 2023 | 47.97% |
| April 30, 2023 | 47.97% |
| March 31, 2023 | 47.97% |
| February 28, 2023 | 47.97% |
| January 31, 2023 | 47.97% |
| December 31, 2022 | 47.97% |
| November 30, 2022 | 47.97% |
| October 31, 2022 | 47.97% |
| September 30, 2022 | 45.97% |
| August 31, 2022 | 40.63% |
| July 31, 2022 | 32.44% |
| June 30, 2022 | 32.44% |
| May 31, 2022 | 32.44% |
| April 30, 2022 | 32.34% |
| March 31, 2022 | 32.34% |
| Date | Value |
|---|---|
| February 28, 2022 | 32.34% |
| January 31, 2022 | 32.34% |
| December 31, 2021 | 32.34% |
| November 30, 2021 | 32.34% |
| October 31, 2021 | 32.34% |
| September 30, 2021 | 32.34% |
| August 31, 2021 | 32.34% |
| July 31, 2021 | 32.34% |
| June 30, 2021 | 32.34% |
| May 31, 2021 | 32.34% |
| April 30, 2021 | 32.34% |
| March 31, 2021 | 32.34% |
| February 28, 2021 | 32.34% |
| January 31, 2021 | 32.34% |
| December 31, 2020 | 32.34% |
| November 30, 2020 | 32.34% |
| October 31, 2020 | 32.34% |
| September 30, 2020 | 32.34% |
| August 31, 2020 | 32.34% |
| July 31, 2020 | 32.34% |
| June 30, 2020 | 32.34% |
| May 31, 2020 | 32.34% |
| April 30, 2020 | 36.56% |
| March 31, 2020 | 36.56% |
| February 29, 2020 | 36.56% |
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
32.34%
Minimum
May 2020
47.97%
Maximum
Oct 2022
38.31%
Average
36.56%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Constellation Software Inc | 24.23% |
| Kinaxis Inc | 47.61% |
| Lightspeed Commerce Inc | 89.23% |
| Docebo Inc | -- |
| Farmers Edge Inc (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.191 |
| Beta (5Y) | 0.9364 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.86% |
| Historical Sharpe Ratio (5Y) | 0.0243 |
| Historical Sortino (5Y) | 0.0331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.26% |