Canfor Corp (CFP.TO)
14.80
-0.14
(-0.94%)
CAD |
TSX |
May 03, 16:00
Canfor Max Drawdown (5Y): 81.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.84% |
March 31, 2024 | 81.84% |
February 29, 2024 | 81.84% |
January 31, 2024 | 81.84% |
December 31, 2023 | 81.84% |
November 30, 2023 | 81.84% |
October 31, 2023 | 81.84% |
September 30, 2023 | 81.84% |
August 31, 2023 | 81.84% |
July 31, 2023 | 81.84% |
June 30, 2023 | 81.84% |
May 31, 2023 | 81.84% |
April 30, 2023 | 81.84% |
March 31, 2023 | 81.84% |
February 28, 2023 | 81.84% |
January 31, 2023 | 81.84% |
December 31, 2022 | 81.84% |
November 30, 2022 | 81.84% |
October 31, 2022 | 81.84% |
September 30, 2022 | 81.84% |
August 31, 2022 | 81.84% |
July 31, 2022 | 81.84% |
June 30, 2022 | 81.84% |
May 31, 2022 | 81.84% |
April 30, 2022 | 81.84% |
Date | Value |
---|---|
March 31, 2022 | 81.84% |
February 28, 2022 | 81.84% |
January 31, 2022 | 81.84% |
December 31, 2021 | 81.84% |
November 30, 2021 | 81.84% |
October 31, 2021 | 81.84% |
September 30, 2021 | 81.84% |
August 31, 2021 | 81.84% |
July 31, 2021 | 81.84% |
June 30, 2021 | 81.84% |
May 31, 2021 | 81.84% |
April 30, 2021 | 81.84% |
March 31, 2021 | 81.84% |
February 28, 2021 | 81.84% |
January 31, 2021 | 81.84% |
December 31, 2020 | 81.84% |
November 30, 2020 | 81.84% |
October 31, 2020 | 81.84% |
September 30, 2020 | 81.84% |
August 31, 2020 | 81.84% |
July 31, 2020 | 81.84% |
June 30, 2020 | 81.84% |
May 31, 2020 | 81.84% |
April 30, 2020 | 81.84% |
March 31, 2020 | 81.84% |
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
74.09%
Minimum
May 2019
81.84%
Maximum
Mar 2020
80.61%
Average
81.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Canfor Pulp Products Inc | 93.04% |
Interfor Corp | 81.40% |
West Fraser Timber Co.Ltd | 76.19% |
Western Forest Products Inc | 77.23% |
Nutrien Ltd | 51.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.84 |
Beta (5Y) | 2.224 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.65% |
Historical Sharpe Ratio (5Y) | -0.0246 |
Historical Sortino (5Y) | -0.044 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.11% |