GreenFirst Forest Products Inc (GFP.TO)
6.39
-0.33
(-4.91%)
CAD |
TSX |
Nov 04, 15:48
GreenFirst Forest Products Max Drawdown (5Y): 97.55% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.55% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.64% |
| 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 | 74.60% |
| May 31, 2021 | 74.60% |
| April 30, 2021 | 74.60% |
| March 31, 2021 | 74.60% |
| February 28, 2021 | 74.60% |
| January 31, 2021 | 74.60% |
| December 31, 2020 | 74.60% |
| November 30, 2020 | 74.60% |
| October 31, 2020 | 74.60% |
| September 30, 2020 | 74.60% |
| August 31, 2020 | 74.60% |
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
74.60%
Minimum
Nov 2019
97.55%
Maximum
Aug 2024
84.23%
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) | 4.170 |
| Beta (5Y) | 1.199 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 123.3% |
| Historical Sharpe Ratio (5Y) | 0.1198 |
| Historical Sortino (5Y) | 0.347 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.93% |