Flexible Solutions International Inc (FSI)
3.95
0.00 (0.00%)
USD |
NYAM |
Nov 20, 16:00
3.92
-0.03
(-0.76%)
After-Hours: 20:00
Flexible Solutions International Max Drawdown (5Y): 75.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 75.75% |
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% |
Date | Value |
---|---|
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% |
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 | 76.90% |
December 31, 2020 | 76.90% |
November 30, 2020 | 76.90% |
October 31, 2020 | 78.22% |
September 30, 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
Feb 2021
79.45%
Maximum
Nov 2019
76.53%
Average
75.75%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 99.08% |
Paramount Gold Nevada Corp | 82.58% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.57 |
Beta (5Y) | 1.476 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.88% |
Historical Sharpe Ratio (5Y) | 0.0786 |
Historical Sortino (5Y) | 0.1588 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.41% |