FirstService Corp (FSV)
192.48
+0.49
(+0.26%)
USD |
NASDAQ |
Nov 22, 16:00
192.64
+0.16
(+0.08%)
After-Hours: 20:00
FirstService Max Drawdown (5Y): 47.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.45% |
| September 30, 2024 | 47.45% |
| August 31, 2024 | 47.45% |
| July 31, 2024 | 47.45% |
| June 30, 2024 | 47.45% |
| May 31, 2024 | 47.45% |
| April 30, 2024 | 47.45% |
| March 31, 2024 | 47.45% |
| February 29, 2024 | 47.45% |
| January 31, 2024 | 47.45% |
| December 31, 2023 | 47.45% |
| November 30, 2023 | 47.45% |
| October 31, 2023 | 47.45% |
| September 30, 2023 | 47.45% |
| August 31, 2023 | 47.45% |
| July 31, 2023 | 47.45% |
| June 30, 2023 | 47.45% |
| May 31, 2023 | 47.45% |
| April 30, 2023 | 47.45% |
| March 31, 2023 | 47.45% |
| February 28, 2023 | 47.45% |
| January 31, 2023 | 47.45% |
| December 31, 2022 | 47.45% |
| November 30, 2022 | 47.45% |
| October 31, 2022 | 47.45% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.45% |
| August 31, 2022 | 47.45% |
| July 31, 2022 | 47.45% |
| June 30, 2022 | 47.45% |
| May 31, 2022 | 47.45% |
| April 30, 2022 | 47.45% |
| March 31, 2022 | 47.45% |
| February 28, 2022 | 47.45% |
| January 31, 2022 | 47.45% |
| December 31, 2021 | 47.45% |
| November 30, 2021 | 47.45% |
| October 31, 2021 | 47.45% |
| September 30, 2021 | 47.45% |
| August 31, 2021 | 47.45% |
| July 31, 2021 | 47.45% |
| June 30, 2021 | 47.45% |
| May 31, 2021 | 47.45% |
| April 30, 2021 | 47.45% |
| March 31, 2021 | 47.45% |
| February 28, 2021 | 47.45% |
| January 31, 2021 | 47.45% |
| December 31, 2020 | 47.45% |
| November 30, 2020 | 47.45% |
| October 31, 2020 | 47.45% |
| September 30, 2020 | 47.45% |
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
24.90%
Minimum
Nov 2019
47.45%
Maximum
Mar 2020
45.95%
Average
47.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Real Brokerage Inc | -- |
| Jones Lang LaSalle Inc | 55.54% |
| Sachem Capital Corp | 76.34% |
| Newmark Group Inc | -- |
| La Rosa Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9355 |
| Beta (5Y) | 1.054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.74% |
| Historical Sharpe Ratio (5Y) | 0.5059 |
| Historical Sortino (5Y) | 0.6322 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.19% |