Flexible Solutions International Inc (FSI)
6.41
+0.26
(+4.23%)
USD |
NYAM |
Feb 13, 16:00
6.41
0.00 (0.00%)
After-Hours: 18:47
Flexible Solutions International Max Drawdown (5Y): 75.75% for Jan. 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
DuPont de Nemours Inc | 71.79% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Paramount Gold Nevada Corp | 82.58% |
Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.7645 |
Beta (5Y) | 1.555 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.48% |
Historical Sharpe Ratio (5Y) | 0.286 |
Historical Sortino (5Y) | 0.6507 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.10% |