North American Financial 15 Split Corp (FFN.TO)
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+0.05
(+0.90%)
CAD |
TSX |
Apr 26, 16:00
North American Financial 15 Split Max Drawdown (5Y): 66.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 66.95% |
February 29, 2024 | 66.95% |
January 31, 2024 | 66.95% |
December 31, 2023 | 66.95% |
November 30, 2023 | 66.95% |
October 31, 2023 | 66.95% |
September 30, 2023 | 66.95% |
August 31, 2023 | 66.95% |
July 31, 2023 | 66.95% |
June 30, 2023 | 66.95% |
May 31, 2023 | 66.95% |
April 30, 2023 | 66.95% |
March 31, 2023 | 66.95% |
February 28, 2023 | 66.95% |
January 31, 2023 | 66.95% |
December 31, 2022 | 66.95% |
November 30, 2022 | 66.95% |
October 31, 2022 | 66.95% |
September 30, 2022 | 66.95% |
August 31, 2022 | 66.95% |
July 31, 2022 | 66.95% |
June 30, 2022 | 66.95% |
May 31, 2022 | 66.95% |
April 30, 2022 | 66.95% |
March 31, 2022 | 66.95% |
Date | Value |
---|---|
February 28, 2022 | 66.95% |
January 31, 2022 | 66.95% |
December 31, 2021 | 66.95% |
November 30, 2021 | 66.95% |
October 31, 2021 | 66.95% |
September 30, 2021 | 66.95% |
August 31, 2021 | 66.95% |
July 31, 2021 | 66.95% |
June 30, 2021 | 66.95% |
May 31, 2021 | 66.95% |
April 30, 2021 | 66.95% |
March 31, 2021 | 66.95% |
February 28, 2021 | 66.95% |
January 31, 2021 | 66.95% |
December 31, 2020 | 66.95% |
November 30, 2020 | 66.95% |
October 31, 2020 | 66.95% |
September 30, 2020 | 62.09% |
August 31, 2020 | 62.09% |
July 31, 2020 | 62.09% |
June 30, 2020 | 61.01% |
May 31, 2020 | 61.01% |
April 30, 2020 | 61.01% |
March 31, 2020 | 61.01% |
February 29, 2020 | 61.01% |
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
61.01%
Minimum
Apr 2019
66.95%
Maximum
Oct 2020
65.22%
Average
66.95%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.37 |
Beta (5Y) | 3.093 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.60% |
Historical Sharpe Ratio (5Y) | 0.076 |
Historical Sortino (5Y) | 0.1225 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.39% |