Filo Corp (FIL.TO)
32.23
-0.01
(-0.03%)
CAD |
TSX |
Nov 04, 16:00
Filo Max Drawdown (5Y): 67.11% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 67.11% |
| August 31, 2024 | 67.11% |
| July 31, 2024 | 67.11% |
| June 30, 2024 | 67.11% |
| May 31, 2024 | 67.11% |
| April 30, 2024 | 67.11% |
| March 31, 2024 | 67.11% |
| February 29, 2024 | 67.11% |
| January 31, 2024 | 67.11% |
| December 31, 2023 | 67.11% |
| November 30, 2023 | 67.11% |
| October 31, 2023 | 67.11% |
| September 30, 2023 | 67.11% |
| August 31, 2023 | 67.11% |
| July 31, 2023 | 67.11% |
| June 30, 2023 | 67.11% |
| May 31, 2023 | 67.11% |
| April 30, 2023 | 67.11% |
| March 31, 2023 | 67.11% |
| February 28, 2023 | 67.11% |
| January 31, 2023 | 67.11% |
| December 31, 2022 | 67.11% |
| November 30, 2022 | 67.11% |
| October 31, 2022 | 67.11% |
| September 30, 2022 | 67.11% |
| Date | Value |
|---|---|
| August 31, 2022 | 67.11% |
| July 31, 2022 | 67.11% |
| June 30, 2022 | 67.11% |
| May 31, 2022 | 67.11% |
| April 30, 2022 | 67.11% |
| March 31, 2022 | 67.11% |
| February 28, 2022 | 67.11% |
| January 31, 2022 | 67.11% |
| December 31, 2021 | 67.11% |
| November 30, 2021 | 67.11% |
| October 31, 2021 | 67.11% |
| September 30, 2021 | 67.11% |
| August 31, 2021 | 67.11% |
| July 31, 2021 | 67.11% |
| June 30, 2021 | 67.11% |
| May 31, 2021 | 67.11% |
| April 30, 2021 | 67.11% |
| March 31, 2021 | 67.11% |
| February 28, 2021 | 67.11% |
| January 31, 2021 | 67.11% |
| December 31, 2020 | 67.11% |
| November 30, 2020 | 67.11% |
| October 31, 2020 | 67.11% |
| September 30, 2020 | 67.11% |
| August 31, 2020 | 67.11% |
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
37.02%
Minimum
Nov 2019
67.11%
Maximum
Mar 2020
65.14%
Average
67.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Teck Resources Ltd | 76.93% |
| Ivanhoe Mines Ltd | 61.25% |
| Foran Mining Corp | 86.67% |
| Renforth Resources Inc | 91.30% |
| Giant Mining Corp | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 44.79 |
| Beta (5Y) | 2.223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.09% |
| Historical Sharpe Ratio (5Y) | 0.6777 |
| Historical Sortino (5Y) | 2.127 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.95% |