Quebecor Inc (QBR.B.TO)
28.73
-0.19
(-0.66%)
CAD |
TSX |
Apr 24, 16:00
Quebecor Max Drawdown (5Y): 30.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 30.07% |
| February 29, 2024 | 30.07% |
| January 31, 2024 | 30.07% |
| December 31, 2023 | 30.07% |
| November 30, 2023 | 30.07% |
| October 31, 2023 | 30.07% |
| September 30, 2023 | 30.07% |
| August 31, 2023 | 30.07% |
| July 31, 2023 | 30.07% |
| June 30, 2023 | 30.07% |
| May 31, 2023 | 30.07% |
| April 30, 2023 | 30.07% |
| March 31, 2023 | 30.07% |
| February 28, 2023 | 30.07% |
| January 31, 2023 | 30.07% |
| December 31, 2022 | 30.07% |
| November 30, 2022 | 30.07% |
| October 31, 2022 | 30.07% |
| September 30, 2022 | 26.00% |
| August 31, 2022 | 24.35% |
| July 31, 2022 | 24.35% |
| June 30, 2022 | 24.35% |
| May 31, 2022 | 24.35% |
| April 30, 2022 | 23.18% |
| March 31, 2022 | 23.18% |
| Date | Value |
|---|---|
| February 28, 2022 | 22.13% |
| January 31, 2022 | 22.13% |
| December 31, 2021 | 22.13% |
| November 30, 2021 | 20.13% |
| October 31, 2021 | 20.13% |
| September 30, 2021 | 20.13% |
| August 31, 2021 | 20.13% |
| July 31, 2021 | 20.13% |
| June 30, 2021 | 20.13% |
| May 31, 2021 | 20.13% |
| April 30, 2021 | 20.13% |
| March 31, 2021 | 20.13% |
| February 28, 2021 | 20.13% |
| January 31, 2021 | 20.13% |
| December 31, 2020 | 20.13% |
| November 30, 2020 | 20.13% |
| October 31, 2020 | 20.13% |
| September 30, 2020 | 20.13% |
| August 31, 2020 | 20.13% |
| July 31, 2020 | 20.13% |
| June 30, 2020 | 20.13% |
| May 31, 2020 | 20.13% |
| April 30, 2020 | 20.13% |
| March 31, 2020 | 20.13% |
| February 29, 2020 | 20.02% |
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
20.02%
Minimum
Apr 2019
30.07%
Maximum
Oct 2022
23.67%
Average
20.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| New Wave Holdings Corp | 99.94% |
| ePlay Digital Inc | 98.53% |
| Spacefy Inc | 98.53% |
| ApartmentLove Inc | -- |
| Legible Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.823 |
| Beta (5Y) | 0.491 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.75% |
| Historical Sharpe Ratio (5Y) | -0.0367 |
| Historical Sortino (5Y) | -0.0636 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.40% |