Flexible Solutions International Inc (FSI)

3.55 -0.02 (-0.56%) USD  |  NYAM  |  Dec 20, 16:00
3.585 +0.04 (+0.99%) After-Hours: 20:00
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Flexible Solutions International Max Drawdown (5Y): 75.75% 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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DuPont de Nemours Inc 71.79%
Solitario Resources Corp 83.21%
Paramount Gold Nevada Corp 82.58%
Gold Royalty Corp --
Austin Gold Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.65
Beta (5Y) 1.487
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 70.04%
Historical Sharpe Ratio (5Y) 0.1314
Historical Sortino (5Y) 0.2657
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.41%