Quebecor Inc (QBCRF)
21.66
-1.02
(-4.52%)
USD |
OTCM |
May 22, 16:00
Quebecor Max Drawdown (5Y): 36.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.13% |
| March 31, 2024 | 36.13% |
| February 29, 2024 | 36.13% |
| January 31, 2024 | 36.13% |
| December 31, 2023 | 36.13% |
| November 30, 2023 | 36.13% |
| October 31, 2023 | 36.13% |
| September 30, 2023 | 36.13% |
| August 31, 2023 | 36.13% |
| July 31, 2023 | 36.13% |
| June 30, 2023 | 36.13% |
| May 31, 2023 | 36.13% |
| April 30, 2023 | 36.13% |
| March 31, 2023 | 36.13% |
| February 28, 2023 | 36.13% |
| January 31, 2023 | 36.13% |
| December 31, 2022 | 36.13% |
| November 30, 2022 | 36.13% |
| October 31, 2022 | 36.13% |
| September 30, 2022 | 32.75% |
| August 31, 2022 | 27.88% |
| July 31, 2022 | 27.88% |
| June 30, 2022 | 27.88% |
| May 31, 2022 | 27.88% |
| April 30, 2022 | 26.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 26.93% |
| February 28, 2022 | 26.93% |
| January 31, 2022 | 26.93% |
| December 31, 2021 | 26.93% |
| November 30, 2021 | 26.93% |
| October 31, 2021 | 26.93% |
| September 30, 2021 | 26.93% |
| August 31, 2021 | 26.93% |
| July 31, 2021 | 26.93% |
| June 30, 2021 | 26.93% |
| May 31, 2021 | 26.93% |
| April 30, 2021 | 26.93% |
| March 31, 2021 | 26.93% |
| February 28, 2021 | 26.93% |
| January 31, 2021 | 26.93% |
| December 31, 2020 | 26.93% |
| November 30, 2020 | 26.93% |
| October 31, 2020 | 26.93% |
| September 30, 2020 | 26.93% |
| August 31, 2020 | 26.93% |
| July 31, 2020 | 28.87% |
| June 30, 2020 | 33.94% |
| May 31, 2020 | 33.94% |
| April 30, 2020 | 33.94% |
| March 31, 2020 | 33.94% |
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
26.93%
Minimum
Aug 2020
36.13%
Maximum
Oct 2022
31.67%
Average
33.94%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Imax Corp | 83.43% |
| Lions Gate Entertainment Corp | 86.88% |
| HeadsUp Entertainment International Inc | 97.42% |
| Crona Corp | -- |
| Lionsgate Studios Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.411 |
| Beta (5Y) | 0.6101 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.57% |
| Historical Sharpe Ratio (5Y) | -0.1108 |
| Historical Sortino (5Y) | -0.1818 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.10% |