FP Newspapers Inc (FP.V)
0.50
-0.02
(-3.85%)
CAD |
TSXV |
May 22, 16:00
FP Newspapers Max Drawdown (5Y): 92.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.25% |
| March 31, 2024 | 92.37% |
| February 29, 2024 | 95.93% |
| January 31, 2024 | 97.33% |
| December 31, 2023 | 97.46% |
| November 30, 2023 | 97.84% |
| October 31, 2023 | 97.96% |
| September 30, 2023 | 98.07% |
| August 31, 2023 | 98.17% |
| July 31, 2023 | 98.17% |
| June 30, 2023 | 98.17% |
| May 31, 2023 | 98.33% |
| April 30, 2023 | 98.33% |
| March 31, 2023 | 98.33% |
| February 28, 2023 | 98.33% |
| January 31, 2023 | 98.33% |
| December 31, 2022 | 98.33% |
| November 30, 2022 | 98.33% |
| October 31, 2022 | 98.33% |
| September 30, 2022 | 98.33% |
| August 31, 2022 | 98.33% |
| July 31, 2022 | 98.33% |
| June 30, 2022 | 98.33% |
| May 31, 2022 | 98.33% |
| April 30, 2022 | 98.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.33% |
| February 28, 2022 | 98.33% |
| January 31, 2022 | 98.33% |
| December 31, 2021 | 98.33% |
| November 30, 2021 | 98.33% |
| October 31, 2021 | 98.33% |
| September 30, 2021 | 98.43% |
| August 31, 2021 | 98.43% |
| July 31, 2021 | 98.43% |
| June 30, 2021 | 98.43% |
| May 31, 2021 | 98.43% |
| April 30, 2021 | 98.43% |
| March 31, 2021 | 98.43% |
| February 28, 2021 | 98.43% |
| January 31, 2021 | 98.43% |
| December 31, 2020 | 98.43% |
| November 30, 2020 | 98.43% |
| October 31, 2020 | 98.43% |
| September 30, 2020 | 98.43% |
| August 31, 2020 | 98.43% |
| July 31, 2020 | 98.43% |
| June 30, 2020 | 98.43% |
| May 31, 2020 | 98.43% |
| April 30, 2020 | 98.43% |
| March 31, 2020 | 98.43% |
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
92.25%
Minimum
Apr 2024
98.43%
Maximum
May 2019
98.08%
Average
98.33%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Postmedia Network Canada Corp | 99.54% |
| Legible Inc | -- |
| New Wave Holdings Corp | 99.94% |
| Spacefy Inc | 98.53% |
| ApartmentLove Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.58 |
| Beta (5Y) | 0.204 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.73% |
| Historical Sharpe Ratio (5Y) | 0.3297 |
| Historical Sortino (5Y) | 0.7099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.69% |