Flexible Solutions International Inc (FSI)
4.03
-0.02
(-0.49%)
USD |
NYAM |
Nov 05, 16:00
4.03
0.00 (0.00%)
After-Hours: 18:55
Flexible Solutions International Max Drawdown (5Y): 75.75% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 75.75% |
| August 31, 2024 | 75.75% |
| July 31, 2024 | 75.75% |
| June 30, 2024 | 75.75% |
| May 31, 2024 | 75.75% |
| April 30, 2024 | 75.75% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
76.40%
Average
75.75%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 81.95% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.34 |
| Beta (5Y) | 1.498 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.00% |
| Historical Sharpe Ratio (5Y) | 0.1019 |
| Historical Sortino (5Y) | 0.2076 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.41% |