Quebecor Inc (QBR.B.TO)
32.14
-0.05
(-0.16%)
CAD |
TSX |
Nov 14, 16:00
Quebecor Max Drawdown (5Y): 30.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.07% |
| September 30, 2024 | 30.07% |
| August 31, 2024 | 30.07% |
| July 31, 2024 | 30.07% |
| June 30, 2024 | 30.07% |
| May 31, 2024 | 30.07% |
| April 30, 2024 | 30.07% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
30.07%
Maximum
Oct 2022
24.85%
Average
23.77%
Median
Max Drawdown (5Y) Benchmarks
| Corus Entertainment Inc | 98.20% |
| New Wave Holdings Corp | 99.96% |
| Spacefy Inc | 98.53% |
| ApartmentLove Inc | -- |
| Legible Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9453 |
| Beta (5Y) | 0.5197 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.67% |
| Historical Sharpe Ratio (5Y) | 0.1843 |
| Historical Sortino (5Y) | 0.334 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.42% |