Fiera Capital Corp (FSZ.TO)
6.21
-0.04
(-0.64%)
CAD |
TSX |
Apr 25, 16:00
Fiera Capital Max Drawdown (5Y): 56.22% for March 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
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.12 |
| Beta (5Y) | 1.344 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.57% |
| Historical Sharpe Ratio (5Y) | 0.2214 |
| Historical Sortino (5Y) | 0.4347 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.22% |