Canfor Pulp Products Inc (CFX.TO)
0.93
-0.02
(-2.11%)
CAD |
TSX |
Nov 14, 10:20
Canfor Pulp Products Max Drawdown (5Y): 93.04% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 93.04% |
| August 31, 2024 | 93.04% |
| July 31, 2024 | 93.04% |
| June 30, 2024 | 93.04% |
| May 31, 2024 | 93.04% |
| April 30, 2024 | 93.04% |
| March 31, 2024 | 93.04% |
| February 29, 2024 | 93.04% |
| January 31, 2024 | 93.04% |
| December 31, 2023 | 93.04% |
| November 30, 2023 | 93.04% |
| October 31, 2023 | 93.04% |
| September 30, 2023 | 93.04% |
| August 31, 2023 | 93.04% |
| July 31, 2023 | 93.04% |
| June 30, 2023 | 93.04% |
| May 31, 2023 | 93.04% |
| April 30, 2023 | 91.89% |
| March 31, 2023 | 88.05% |
| February 28, 2023 | 85.10% |
| January 31, 2023 | 83.91% |
| December 31, 2022 | 83.71% |
| November 30, 2022 | 83.09% |
| October 31, 2022 | 83.09% |
| September 30, 2022 | 83.09% |
| Date | Value |
|---|---|
| August 31, 2022 | 83.09% |
| July 31, 2022 | 83.09% |
| June 30, 2022 | 83.09% |
| May 31, 2022 | 83.09% |
| April 30, 2022 | 83.09% |
| March 31, 2022 | 83.09% |
| February 28, 2022 | 83.09% |
| January 31, 2022 | 83.09% |
| December 31, 2021 | 83.09% |
| November 30, 2021 | 83.09% |
| October 31, 2021 | 83.09% |
| September 30, 2021 | 83.09% |
| August 31, 2021 | 83.09% |
| July 31, 2021 | 83.09% |
| June 30, 2021 | 83.09% |
| May 31, 2021 | 83.09% |
| April 30, 2021 | 83.09% |
| March 31, 2021 | 83.09% |
| February 28, 2021 | 83.09% |
| January 31, 2021 | 83.09% |
| December 31, 2020 | 83.09% |
| November 30, 2020 | 83.09% |
| October 31, 2020 | 83.09% |
| September 30, 2020 | 83.09% |
| August 31, 2020 | 83.09% |
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
66.72%
Minimum
Nov 2019
93.04%
Maximum
May 2023
85.27%
Average
83.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.42 |
| Beta (5Y) | 1.296 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.92% |
| Historical Sharpe Ratio (5Y) | -0.7848 |
| Historical Sortino (5Y) | -1.253 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.17% |