FP Newspapers Inc (FP.V)
0.55
+0.05
(+10.00%)
CAD |
TSXV |
May 31, 16:00
FP Newspapers Max Drawdown (5Y): 92.08% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 92.08% |
April 30, 2024 | 92.25% |
March 31, 2024 | 92.37% |
February 29, 2024 | 95.93% |
January 31, 2024 | 97.33% |
December 31, 2023 | 97.46% |
November 30, 2023 | 97.84% |
October 31, 2023 | 97.96% |
September 30, 2023 | 98.07% |
August 31, 2023 | 98.17% |
July 31, 2023 | 98.17% |
June 30, 2023 | 98.17% |
May 31, 2023 | 98.33% |
April 30, 2023 | 98.33% |
March 31, 2023 | 98.33% |
February 28, 2023 | 98.33% |
January 31, 2023 | 98.33% |
December 31, 2022 | 98.33% |
November 30, 2022 | 98.33% |
October 31, 2022 | 98.33% |
September 30, 2022 | 98.33% |
August 31, 2022 | 98.33% |
July 31, 2022 | 98.33% |
June 30, 2022 | 98.33% |
May 31, 2022 | 98.33% |
Date | Value |
---|---|
April 30, 2022 | 98.33% |
March 31, 2022 | 98.33% |
February 28, 2022 | 98.33% |
January 31, 2022 | 98.33% |
December 31, 2021 | 98.33% |
November 30, 2021 | 98.33% |
October 31, 2021 | 98.33% |
September 30, 2021 | 98.43% |
August 31, 2021 | 98.43% |
July 31, 2021 | 98.43% |
June 30, 2021 | 98.43% |
May 31, 2021 | 98.43% |
April 30, 2021 | 98.43% |
March 31, 2021 | 98.43% |
February 28, 2021 | 98.43% |
January 31, 2021 | 98.43% |
December 31, 2020 | 98.43% |
November 30, 2020 | 98.43% |
October 31, 2020 | 98.43% |
September 30, 2020 | 98.43% |
August 31, 2020 | 98.43% |
July 31, 2020 | 98.43% |
June 30, 2020 | 98.43% |
May 31, 2020 | 98.43% |
April 30, 2020 | 98.43% |
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
92.08%
Minimum
May 2024
98.43%
Maximum
Jun 2019
97.98%
Average
98.33%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Postmedia Network Canada Corp | 99.30% |
Legible Inc | -- |
New Wave Holdings Corp | 99.96% |
Spacefy Inc | 98.53% |
ApartmentLove Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.439 |
Beta (5Y) | 0.5318 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.87% |
Historical Sharpe Ratio (5Y) | 0.1638 |
Historical Sortino (5Y) | 0.3667 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.45% |