Canfor Corp (CFP.TO)
17.04
-0.27
(-1.56%)
CAD |
TSX |
Nov 22, 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
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% |