Canfor Pulp Products Inc (CFX.TO)
1.65
+0.04
(+2.48%)
CAD |
TSX |
May 24, 16:00
Canfor Pulp Products Max Drawdown (5Y): 93.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 83.09% |
June 30, 2020 | 83.09% |
May 31, 2020 | 83.09% |
April 30, 2020 | 83.09% |
March 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
55.30%
Minimum
May 2019
93.04%
Maximum
May 2023
82.27%
Average
83.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Canfor Corp | 81.84% |
Organic Potash Corp | 94.12% |
Bee Vectoring Technologies International Inc | 96.15% |
Replenish Nutrients Holding Corp | 92.86% |
Argo Living Soils Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -47.67 |
Beta (5Y) | 1.366 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.12% |
Historical Sharpe Ratio (5Y) | -0.7767 |
Historical Sortino (5Y) | -1.297 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.29% |