GreenFirst Forest Products Inc (GFP.TO)
0.54
0.00 (0.00%)
CAD |
TSX |
Sep 20, 16:00
GreenFirst Forest Products Max Drawdown (5Y): 97.55% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 97.55% |
| July 31, 2024 | 97.27% |
| June 30, 2024 | 97.00% |
| May 31, 2024 | 95.45% |
| April 30, 2024 | 93.73% |
| March 31, 2024 | 93.55% |
| February 29, 2024 | 93.36% |
| January 31, 2024 | 92.73% |
| December 31, 2023 | 91.82% |
| November 30, 2023 | 91.27% |
| October 31, 2023 | 91.27% |
| September 30, 2023 | 90.73% |
| August 31, 2023 | 90.00% |
| July 31, 2023 | 90.00% |
| June 30, 2023 | 90.00% |
| May 31, 2023 | 88.82% |
| April 30, 2023 | 88.82% |
| March 31, 2023 | 88.55% |
| February 28, 2023 | 87.27% |
| January 31, 2023 | 87.27% |
| December 31, 2022 | 87.18% |
| November 30, 2022 | 87.18% |
| October 31, 2022 | 86.64% |
| September 30, 2022 | 86.64% |
| August 31, 2022 | 86.64% |
| Date | Value |
|---|---|
| July 31, 2022 | 86.64% |
| June 30, 2022 | 86.64% |
| May 31, 2022 | 85.73% |
| April 30, 2022 | 85.73% |
| March 31, 2022 | 85.73% |
| February 28, 2022 | 85.73% |
| January 31, 2022 | 85.73% |
| December 31, 2021 | 85.73% |
| November 30, 2021 | 85.73% |
| October 31, 2021 | 85.55% |
| September 30, 2021 | 85.55% |
| August 31, 2021 | 82.91% |
| July 31, 2021 | 81.91% |
| June 30, 2021 | 78.50% |
| May 31, 2021 | 78.50% |
| April 30, 2021 | 78.50% |
| March 31, 2021 | 78.50% |
| February 28, 2021 | 78.50% |
| January 31, 2021 | 78.50% |
| December 31, 2020 | 78.50% |
| November 30, 2020 | 78.50% |
| October 31, 2020 | 78.50% |
| September 30, 2020 | 78.50% |
| August 31, 2020 | 78.50% |
| July 31, 2020 | 78.50% |
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
78.50%
Minimum
Sep 2019
97.55%
Maximum
Aug 2024
85.12%
Average
85.73%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Imperial Metals Corp | 89.96% |
| Liberty Gold Corp | 90.04% |
| Calibre Mining Corp | 80.71% |
| Titan Mining Corp | 91.20% |
| i-80 Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.27 |
| Beta (5Y) | 0.9134 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 119.9% |
| Historical Sharpe Ratio (5Y) | -0.0531 |
| Historical Sortino (5Y) | -0.1499 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.93% |