Fiera Capital Corp (FSZ.TO)

8.84 +0.05 (+0.57%) CAD  |  TSX  |  Dec 20, 16:00
More

Fiera Capital Max Drawdown (5Y): 61.45% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for FSZ.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
IGM Financial Inc 47.65%
CI Financial Corp 61.18%
Polaris Northstar Capital Corp 99.98%
SOL Global Investments Corp 99.54%
Eat & Beyond Global Holdings Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.81
Beta (5Y) 1.623
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.86%
Historical Sharpe Ratio (5Y) 0.1273
Historical Sortino (5Y) 0.1699
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.37%