Flexible Solutions International Inc (FSI)
2.305
+0.04
(+1.99%)
USD |
NYAM |
Apr 25, 09:46
Flexible Solutions International Max Drawdown (5Y): 75.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 75.75% |
February 29, 2024 | 75.75% |
January 31, 2024 | 75.75% |
December 31, 2023 | 75.75% |
November 30, 2023 | 75.75% |
October 31, 2023 | 75.75% |
September 30, 2023 | 75.75% |
August 31, 2023 | 75.75% |
July 31, 2023 | 75.75% |
June 30, 2023 | 75.75% |
May 31, 2023 | 75.75% |
April 30, 2023 | 75.75% |
March 31, 2023 | 75.75% |
February 28, 2023 | 75.75% |
January 31, 2023 | 75.75% |
December 31, 2022 | 75.75% |
November 30, 2022 | 75.75% |
October 31, 2022 | 75.75% |
September 30, 2022 | 75.75% |
August 31, 2022 | 75.75% |
July 31, 2022 | 75.75% |
June 30, 2022 | 75.75% |
May 31, 2022 | 75.75% |
April 30, 2022 | 75.75% |
March 31, 2022 | 75.75% |
Date | Value |
---|---|
February 28, 2022 | 75.75% |
January 31, 2022 | 75.75% |
December 31, 2021 | 75.75% |
November 30, 2021 | 75.75% |
October 31, 2021 | 75.75% |
September 30, 2021 | 75.75% |
August 31, 2021 | 75.75% |
July 31, 2021 | 75.75% |
June 30, 2021 | 75.75% |
May 31, 2021 | 75.75% |
April 30, 2021 | 75.75% |
March 31, 2021 | 75.75% |
February 28, 2021 | 75.75% |
January 31, 2021 | 75.75% |
December 31, 2020 | 75.75% |
November 30, 2020 | 76.90% |
October 31, 2020 | 76.90% |
September 30, 2020 | 76.90% |
August 31, 2020 | 77.66% |
July 31, 2020 | 79.45% |
June 30, 2020 | 79.45% |
May 31, 2020 | 79.45% |
April 30, 2020 | 79.45% |
March 31, 2020 | 79.45% |
February 29, 2020 | 79.45% |
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
75.75%
Minimum
Dec 2020
79.45%
Maximum
Apr 2019
76.83%
Average
75.75%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.07 |
Beta (5Y) | 1.581 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.06% |
Historical Sharpe Ratio (5Y) | -0.065 |
Historical Sortino (5Y) | -0.1235 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.46% |