Firm Capital Mortgage Investment Corp (FC.TO)
11.74
+0.18
(+1.56%)
CAD |
TSX |
Nov 22, 16:00
Firm Capital Mortgage Investment Max Drawdown (5Y): 49.62% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 49.62% |
| August 31, 2024 | 49.62% |
| July 31, 2024 | 49.62% |
| June 30, 2024 | 49.62% |
| May 31, 2024 | 49.62% |
| April 30, 2024 | 49.62% |
| March 31, 2024 | 49.62% |
| February 29, 2024 | 49.62% |
| January 31, 2024 | 49.62% |
| December 31, 2023 | 49.62% |
| November 30, 2023 | 49.62% |
| October 31, 2023 | 49.62% |
| September 30, 2023 | 49.62% |
| August 31, 2023 | 49.62% |
| July 31, 2023 | 49.62% |
| June 30, 2023 | 49.62% |
| May 31, 2023 | 49.62% |
| April 30, 2023 | 49.62% |
| March 31, 2023 | 49.62% |
| February 28, 2023 | 49.62% |
| January 31, 2023 | 49.62% |
| December 31, 2022 | 49.62% |
| November 30, 2022 | 49.62% |
| October 31, 2022 | 49.62% |
| September 30, 2022 | 49.62% |
| Date | Value |
|---|---|
| August 31, 2022 | 49.62% |
| July 31, 2022 | 49.62% |
| June 30, 2022 | 49.62% |
| May 31, 2022 | 49.62% |
| April 30, 2022 | 49.62% |
| March 31, 2022 | 49.62% |
| February 28, 2022 | 49.62% |
| January 31, 2022 | 49.62% |
| December 31, 2021 | 49.62% |
| November 30, 2021 | 49.62% |
| October 31, 2021 | 49.62% |
| September 30, 2021 | 49.62% |
| August 31, 2021 | 49.62% |
| July 31, 2021 | 49.62% |
| June 30, 2021 | 49.62% |
| May 31, 2021 | 49.62% |
| April 30, 2021 | 49.62% |
| March 31, 2021 | 49.62% |
| February 28, 2021 | 49.62% |
| January 31, 2021 | 49.62% |
| December 31, 2020 | 49.62% |
| November 30, 2020 | 49.62% |
| October 31, 2020 | 49.62% |
| September 30, 2020 | 49.62% |
| August 31, 2020 | 49.62% |
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
13.00%
Minimum
Nov 2019
49.62%
Maximum
Mar 2020
47.14%
Average
49.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -7.407 |
| Beta (5Y) | 1.058 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.58% |
| Historical Sharpe Ratio (5Y) | 0.0862 |
| Historical Sortino (5Y) | 0.0894 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.69% |