Consolidated Firstfund Capital Corp (FFP.V)
0.185
0.00 (0.00%)
CAD |
TSXV |
Nov 21, 16:00
Consolidated Firstfund Capital Max Drawdown (5Y): 84.78% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 84.78% |
| August 31, 2024 | 84.78% |
| July 31, 2024 | 84.78% |
| June 30, 2024 | 84.78% |
| May 31, 2024 | 84.78% |
| April 30, 2024 | 84.78% |
| March 31, 2024 | 84.78% |
| February 29, 2024 | 84.78% |
| January 31, 2024 | 84.78% |
| December 31, 2023 | 84.78% |
| November 30, 2023 | 84.78% |
| October 31, 2023 | 84.78% |
| September 30, 2023 | 84.78% |
| August 31, 2023 | 84.78% |
| July 31, 2023 | 84.78% |
| June 30, 2023 | 84.78% |
| May 31, 2023 | 84.78% |
| April 30, 2023 | 82.61% |
| March 31, 2023 | 82.61% |
| February 28, 2023 | 40.22% |
| January 31, 2023 | 40.22% |
| December 31, 2022 | 40.22% |
| November 30, 2022 | 40.22% |
| October 31, 2022 | 40.22% |
| September 30, 2022 | 40.22% |
| Date | Value |
|---|---|
| August 31, 2022 | 40.22% |
| July 31, 2022 | 40.22% |
| June 30, 2022 | 40.22% |
| May 31, 2022 | 40.22% |
| April 30, 2022 | 40.22% |
| March 31, 2022 | 40.22% |
| February 28, 2022 | 23.91% |
| January 31, 2022 | 23.91% |
| December 31, 2021 | 23.91% |
| November 30, 2021 | 23.91% |
| October 31, 2021 | 6.52% |
| September 30, 2021 | 2.33% |
| August 31, 2021 | 2.33% |
| July 31, 2021 | 2.33% |
| June 30, 2021 | 2.33% |
| May 31, 2021 | 2.33% |
| April 30, 2021 | 2.33% |
| March 31, 2021 | 2.33% |
| February 28, 2021 | 0.00% |
| January 31, 2021 | 0.00% |
| December 31, 2020 | 0.00% |
| November 30, 2020 | 0.00% |
| October 31, 2020 | 0.00% |
| September 30, 2020 | 0.00% |
| August 31, 2020 | 0.00% |
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
--
Minimum
Nov 2019
84.78%
Maximum
May 2023
37.42%
Average
40.22%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.38 |
| Beta (5Y) | 0.4177 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.39% |
| Historical Sharpe Ratio (5Y) | -0.2101 |
| Historical Sortino (5Y) | -0.343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.60% |