Firm Capital Mortgage Investment Corp. (FC.TO)
12.15
0.00 (0.00%)
CAD |
TSX |
May 05, 16:00
Firm Capital Mortgage Investment Max Drawdown (5Y) : 29.09% for April 30, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Olympia Financial Group, Inc. | 30.53% |
| The Toronto-Dominion Bank | 26.05% |
| MCAN Mortgage Corp. | 19.31% |
| Dominion Lending Centres, Inc. | 58.08% |
| Builders Capital Mortgage Corp. | 13.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.963 |
| Beta (5Y) | 0.8097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.84% |
| Historical Sharpe Ratio (5Y) | 0.1049 |
| Historical Sortino (5Y) | 0.1758 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.75% |