Quebecor Inc (QBR.B.TO)

31.17 -0.39 (-1.24%) CAD  |  TSX  |  Dec 20, 16:00
31.17 0.00 (0.00%) After-Hours: 16:26
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Quebecor Max Drawdown (5Y): 30.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Corus Entertainment Inc 98.20%
New Wave Holdings Corp 99.98%
Spacefy Inc 98.53%
ApartmentLove Inc --
Legible Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.241
Beta (5Y) 0.4716
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.91%
Historical Sharpe Ratio (5Y) 0.0656
Historical Sortino (5Y) 0.1205
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.58%