Canfor Corp (CFP.TO)
17.05
-0.12
(-0.70%)
CAD |
TSX |
Nov 13, 16:00
Canfor Max Drawdown (5Y): 81.84% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 81.84% |
| August 31, 2024 | 81.84% |
| July 31, 2024 | 81.84% |
| June 30, 2024 | 81.84% |
| May 31, 2024 | 81.84% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
74.54%
Minimum
Nov 2019
81.84%
Maximum
Mar 2020
81.34%
Average
81.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Canfor Pulp Products Inc | 93.04% |
| Aya Gold & Silver Inc | 72.30% |
| Western Forest Products Inc | 82.60% |
| Interfor Corp | 81.40% |
| Lithium Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.09 |
| Beta (5Y) | 2.108 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.50% |
| Historical Sharpe Ratio (5Y) | -0.0093 |
| Historical Sortino (5Y) | -0.0149 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.11% |