Consolidated Firstfund Capital Corp (FFP.V)

0.25 0.00 (0.00%) CAD  |  TSXV  |  Dec 20, 16:00
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Consolidated Firstfund Capital Max Drawdown (5Y): 84.78% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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CoTec Holdings Corp 85.00%
Dividend Select 15 Corp 43.13%
Pioneer Media Holdings Inc --
Birchtree Investments Ltd --
Nations Royalty Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.77
Beta (5Y) 0.4068
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 60.44%
Historical Sharpe Ratio (5Y) -0.2116
Historical Sortino (5Y) -0.3455
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.60%