Firm Capital Mortgage Investment Corp (FC.TO)

11.97 +0.06 (+0.50%) CAD  |  TSX  |  Dec 24, 12:59
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Firm Capital Mortgage Investment Max Drawdown (5Y): 49.62% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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First National Financial Corp 53.66%
MCAN Financial Group 37.80%
Dominion Lending Centres Inc 90.34%
Starrex International Ltd 95.58%
Builders Capital Mortgage Corp 28.26%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.057
Beta (5Y) 1.058
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.56%
Historical Sharpe Ratio (5Y) 0.0573
Historical Sortino (5Y) 0.0601
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.69%