iA Financial Corp Inc (IAG.TO)
114.19
+0.75
(+0.66%)
CAD |
TSX |
Nov 01, 16:00
114.19
0.00 (0.00%)
After-Hours: 16:00
iA Financial Max Drawdown (5Y): 58.56% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 58.56% |
| August 31, 2024 | 58.56% |
| July 31, 2024 | 58.56% |
| June 30, 2024 | 58.56% |
| May 31, 2024 | 58.56% |
| April 30, 2024 | 58.56% |
| March 31, 2024 | 58.56% |
| February 29, 2024 | 58.56% |
| January 31, 2024 | 58.56% |
| December 31, 2023 | 58.56% |
| November 30, 2023 | 58.56% |
| October 31, 2023 | 58.56% |
| September 30, 2023 | 58.56% |
| August 31, 2023 | 58.56% |
| July 31, 2023 | 58.56% |
| June 30, 2023 | 58.56% |
| May 31, 2023 | 58.56% |
| April 30, 2023 | 58.56% |
| March 31, 2023 | 58.56% |
| February 28, 2023 | 58.56% |
| January 31, 2023 | 58.56% |
| December 31, 2022 | 58.56% |
| November 30, 2022 | 58.56% |
| October 31, 2022 | 58.56% |
| September 30, 2022 | 58.56% |
| Date | Value |
|---|---|
| August 31, 2022 | 58.56% |
| July 31, 2022 | 58.56% |
| June 30, 2022 | 58.56% |
| May 31, 2022 | 58.56% |
| April 30, 2022 | 58.56% |
| March 31, 2022 | 58.56% |
| February 28, 2022 | 58.56% |
| January 31, 2022 | 58.56% |
| December 31, 2021 | 58.56% |
| November 30, 2021 | 58.56% |
| October 31, 2021 | 58.56% |
| September 30, 2021 | 58.56% |
| August 31, 2021 | 58.56% |
| July 31, 2021 | 58.56% |
| June 30, 2021 | 58.56% |
| May 31, 2021 | 58.56% |
| April 30, 2021 | 58.56% |
| March 31, 2021 | 58.56% |
| February 28, 2021 | 58.56% |
| January 31, 2021 | 58.56% |
| December 31, 2020 | 58.56% |
| November 30, 2020 | 58.56% |
| October 31, 2020 | 58.56% |
| September 30, 2020 | 58.56% |
| August 31, 2020 | 58.56% |
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
30.37%
Minimum
Nov 2019
58.56%
Maximum
Mar 2020
56.65%
Average
58.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Power Corporation of Canada | 49.16% |
| Great-West Lifeco Inc | 44.96% |
| Manulife Financial Corp | 52.65% |
| Sun Life Financial Inc | 45.97% |
| National Bank of Canada | 48.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.448 |
| Beta (5Y) | 1.176 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.84% |
| Historical Sharpe Ratio (5Y) | 0.4812 |
| Historical Sortino (5Y) | 0.5502 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.27% |