Filo Corp (FIL.TO)
26.66
+1.04
(+4.06%)
CAD |
TSX |
May 17, 16:00
Filo Max Drawdown (5Y): 67.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.11% |
March 31, 2024 | 67.11% |
February 29, 2024 | 67.11% |
January 31, 2024 | 67.11% |
December 31, 2023 | 67.11% |
November 30, 2023 | 67.11% |
October 31, 2023 | 67.11% |
September 30, 2023 | 67.11% |
August 31, 2023 | 67.11% |
July 31, 2023 | 67.11% |
June 30, 2023 | 67.11% |
May 31, 2023 | 67.11% |
April 30, 2023 | 67.11% |
March 31, 2023 | 67.11% |
February 28, 2023 | 67.11% |
January 31, 2023 | 67.11% |
December 31, 2022 | 67.11% |
November 30, 2022 | 67.11% |
October 31, 2022 | 67.11% |
September 30, 2022 | 67.11% |
August 31, 2022 | 67.11% |
July 31, 2022 | 67.11% |
June 30, 2022 | 67.11% |
May 31, 2022 | 67.11% |
April 30, 2022 | 67.11% |
Date | Value |
---|---|
March 31, 2022 | 67.11% |
February 28, 2022 | 67.11% |
January 31, 2022 | 67.11% |
December 31, 2021 | 67.11% |
November 30, 2021 | 67.11% |
October 31, 2021 | 67.11% |
September 30, 2021 | 67.11% |
August 31, 2021 | 67.11% |
July 31, 2021 | 67.11% |
June 30, 2021 | 67.11% |
May 31, 2021 | 67.11% |
April 30, 2021 | 67.11% |
March 31, 2021 | 67.11% |
February 28, 2021 | 67.11% |
January 31, 2021 | 67.11% |
December 31, 2020 | 67.11% |
November 30, 2020 | 67.11% |
October 31, 2020 | 67.11% |
September 30, 2020 | 67.11% |
August 31, 2020 | 67.11% |
July 31, 2020 | 67.11% |
June 30, 2020 | 67.11% |
May 31, 2020 | 67.11% |
April 30, 2020 | 67.11% |
March 31, 2020 | 67.11% |
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
37.02%
Minimum
May 2019
67.11%
Maximum
Mar 2020
62.16%
Average
67.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Teck Resources Ltd | 76.93% |
Sierra Metals Inc | 97.27% |
Ivanhoe Mines Ltd | 61.25% |
Foran Mining Corp | 86.67% |
Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 37.29 |
Beta (5Y) | 2.180 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.53% |
Historical Sharpe Ratio (5Y) | 0.5494 |
Historical Sortino (5Y) | 1.811 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.95% |