Interfor Corp (IFP.TO)
18.08
-0.39
(-2.11%)
CAD |
TSX |
May 17, 16:00
Interfor Max Drawdown (5Y): 81.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.40% |
March 31, 2024 | 81.40% |
February 29, 2024 | 81.40% |
January 31, 2024 | 81.40% |
December 31, 2023 | 81.40% |
November 30, 2023 | 81.40% |
October 31, 2023 | 81.40% |
September 30, 2023 | 81.40% |
August 31, 2023 | 81.40% |
July 31, 2023 | 81.40% |
June 30, 2023 | 81.40% |
May 31, 2023 | 81.40% |
April 30, 2023 | 81.40% |
March 31, 2023 | 81.40% |
February 28, 2023 | 81.40% |
January 31, 2023 | 81.40% |
December 31, 2022 | 81.40% |
November 30, 2022 | 81.40% |
October 31, 2022 | 81.40% |
September 30, 2022 | 81.40% |
August 31, 2022 | 81.40% |
July 31, 2022 | 81.40% |
June 30, 2022 | 81.40% |
May 31, 2022 | 81.40% |
April 30, 2022 | 81.40% |
Date | Value |
---|---|
March 31, 2022 | 81.40% |
February 28, 2022 | 81.40% |
January 31, 2022 | 81.40% |
December 31, 2021 | 81.40% |
November 30, 2021 | 81.40% |
October 31, 2021 | 81.40% |
September 30, 2021 | 81.40% |
August 31, 2021 | 81.40% |
July 31, 2021 | 81.40% |
June 30, 2021 | 81.40% |
May 31, 2021 | 81.40% |
April 30, 2021 | 81.40% |
March 31, 2021 | 81.40% |
February 28, 2021 | 81.40% |
January 31, 2021 | 81.40% |
December 31, 2020 | 81.40% |
November 30, 2020 | 81.40% |
October 31, 2020 | 81.40% |
September 30, 2020 | 81.40% |
August 31, 2020 | 81.40% |
July 31, 2020 | 81.40% |
June 30, 2020 | 81.40% |
May 31, 2020 | 81.40% |
April 30, 2020 | 81.40% |
March 31, 2020 | 81.40% |
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
60.93%
Minimum
May 2019
81.40%
Maximum
Mar 2020
77.99%
Average
81.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
West Fraser Timber Co.Ltd | 76.19% |
Capstone Copper Corp | 80.23% |
Hudbay Minerals Inc | 84.00% |
Lundin Gold Inc | 41.84% |
Mongoose Mining Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.87 |
Beta (5Y) | 2.724 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.75% |
Historical Sharpe Ratio (5Y) | 0.002 |
Historical Sortino (5Y) | 0.0032 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.30% |