Ag Growth International Inc (AFN.TO)
51.86
-0.36
(-0.69%)
CAD |
TSX |
Nov 21, 16:00
51.86
0.00 (0.00%)
After-Hours: 16:00
Ag Growth International Max Drawdown (5Y): 74.03% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 74.03% |
| August 31, 2024 | 74.03% |
| July 31, 2024 | 74.03% |
| June 30, 2024 | 74.03% |
| May 31, 2024 | 74.03% |
| April 30, 2024 | 74.03% |
| March 31, 2024 | 74.03% |
| February 29, 2024 | 74.03% |
| January 31, 2024 | 74.03% |
| December 31, 2023 | 74.03% |
| November 30, 2023 | 74.03% |
| October 31, 2023 | 74.03% |
| September 30, 2023 | 74.03% |
| August 31, 2023 | 74.03% |
| July 31, 2023 | 74.03% |
| June 30, 2023 | 74.03% |
| May 31, 2023 | 74.03% |
| April 30, 2023 | 74.03% |
| March 31, 2023 | 74.03% |
| February 28, 2023 | 74.03% |
| January 31, 2023 | 74.03% |
| December 31, 2022 | 74.03% |
| November 30, 2022 | 74.03% |
| October 31, 2022 | 74.03% |
| September 30, 2022 | 74.03% |
| Date | Value |
|---|---|
| August 31, 2022 | 74.03% |
| July 31, 2022 | 74.03% |
| June 30, 2022 | 74.03% |
| May 31, 2022 | 74.03% |
| April 30, 2022 | 74.03% |
| March 31, 2022 | 74.03% |
| February 28, 2022 | 74.03% |
| January 31, 2022 | 74.03% |
| December 31, 2021 | 74.03% |
| November 30, 2021 | 74.03% |
| October 31, 2021 | 74.03% |
| September 30, 2021 | 74.03% |
| August 31, 2021 | 74.03% |
| July 31, 2021 | 74.03% |
| June 30, 2021 | 74.03% |
| May 31, 2021 | 74.03% |
| April 30, 2021 | 74.03% |
| March 31, 2021 | 74.03% |
| February 28, 2021 | 74.03% |
| January 31, 2021 | 74.03% |
| December 31, 2020 | 74.03% |
| November 30, 2020 | 74.03% |
| October 31, 2020 | 74.03% |
| September 30, 2020 | 74.03% |
| August 31, 2020 | 74.03% |
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
54.25%
Minimum
Nov 2019
74.03%
Maximum
Apr 2020
72.68%
Average
74.03%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Finning International Inc | 65.63% |
| ATS Corp | 47.21% |
| Aecon Group Inc | 58.57% |
| Russel Metals Inc | 60.01% |
| Atkinsrealis Group Inc | 68.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.99 |
| Beta (5Y) | 2.247 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.95% |
| Historical Sharpe Ratio (5Y) | 0.0745 |
| Historical Sortino (5Y) | 0.0987 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.00% |