Canfor Corp (CFPZF)
10.96
+0.06
(+0.54%)
USD |
OTCM |
May 31, 16:00
Canfor Max Drawdown (5Y): 83.08% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 83.08% |
April 30, 2024 | 83.08% |
March 31, 2024 | 83.08% |
February 29, 2024 | 83.08% |
January 31, 2024 | 83.08% |
December 31, 2023 | 83.08% |
November 30, 2023 | 83.08% |
October 31, 2023 | 83.08% |
September 30, 2023 | 83.08% |
August 31, 2023 | 83.08% |
July 31, 2023 | 83.08% |
June 30, 2023 | 83.08% |
May 31, 2023 | 83.08% |
April 30, 2023 | 83.08% |
March 31, 2023 | 83.08% |
February 28, 2023 | 83.08% |
January 31, 2023 | 83.08% |
December 31, 2022 | 83.08% |
November 30, 2022 | 83.08% |
October 31, 2022 | 83.08% |
September 30, 2022 | 83.08% |
August 31, 2022 | 83.08% |
July 31, 2022 | 83.08% |
June 30, 2022 | 83.08% |
May 31, 2022 | 83.08% |
Date | Value |
---|---|
April 30, 2022 | 83.08% |
March 31, 2022 | 83.08% |
February 28, 2022 | 83.08% |
January 31, 2022 | 83.08% |
December 31, 2021 | 83.08% |
November 30, 2021 | 83.08% |
October 31, 2021 | 83.08% |
September 30, 2021 | 83.08% |
August 31, 2021 | 83.08% |
July 31, 2021 | 83.08% |
June 30, 2021 | 83.08% |
May 31, 2021 | 83.08% |
April 30, 2021 | 83.08% |
March 31, 2021 | 83.08% |
February 28, 2021 | 83.08% |
January 31, 2021 | 83.08% |
December 31, 2020 | 83.08% |
November 30, 2020 | 83.08% |
October 31, 2020 | 83.08% |
September 30, 2020 | 83.08% |
August 31, 2020 | 83.08% |
July 31, 2020 | 83.08% |
June 30, 2020 | 83.08% |
May 31, 2020 | 83.08% |
April 30, 2020 | 83.08% |
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
75.53%
Minimum
Jun 2019
83.08%
Maximum
Mar 2020
81.95%
Average
83.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Flexible Solutions International Inc | 75.75% |
Mercer International Inc | 65.92% |
Loop Industries Inc | 89.43% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.02 |
Beta (5Y) | 1.954 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.86% |
Historical Sharpe Ratio (5Y) | 0.1513 |
Historical Sortino (5Y) | 0.263 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.07% |