iA Financial Corp Inc (IAG.TO)
131.84
-3.39
(-2.51%)
CAD |
TSX |
Nov 22, 15:04
iA Financial Max Drawdown (5Y): 58.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.56% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.56% |
| 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% |
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
56.68%
Average
58.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Laurentian Bank of Canada | 49.46% |
| National Bank of Canada | 48.22% |
| Power Corporation of Canada | 49.16% |
| Great-West Lifeco Inc | 44.96% |
| Manulife Financial Corp | 52.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.033 |
| Beta (5Y) | 1.186 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.98% |
| Historical Sharpe Ratio (5Y) | 0.4481 |
| Historical Sortino (5Y) | 0.5146 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.27% |