Intact Financial Corp (IFC.TO)
272.71
+0.51
(+0.19%)
CAD |
TSX |
Nov 21, 16:00
272.71
0.00 (0.00%)
After-Hours: 16:00
Intact Financial Max Drawdown (5Y): 30.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.60% |
| September 30, 2024 | 30.60% |
| August 31, 2024 | 30.60% |
| July 31, 2024 | 30.60% |
| June 30, 2024 | 30.60% |
| May 31, 2024 | 30.60% |
| April 30, 2024 | 30.60% |
| March 31, 2024 | 30.60% |
| February 29, 2024 | 30.60% |
| January 31, 2024 | 30.60% |
| December 31, 2023 | 30.60% |
| November 30, 2023 | 30.60% |
| October 31, 2023 | 30.60% |
| September 30, 2023 | 30.60% |
| August 31, 2023 | 30.60% |
| July 31, 2023 | 30.60% |
| June 30, 2023 | 30.60% |
| May 31, 2023 | 30.60% |
| April 30, 2023 | 30.60% |
| March 31, 2023 | 30.60% |
| February 28, 2023 | 30.60% |
| January 31, 2023 | 30.60% |
| December 31, 2022 | 30.60% |
| November 30, 2022 | 30.60% |
| October 31, 2022 | 30.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.60% |
| August 31, 2022 | 30.60% |
| July 31, 2022 | 30.60% |
| June 30, 2022 | 30.60% |
| May 31, 2022 | 30.60% |
| April 30, 2022 | 30.60% |
| March 31, 2022 | 30.60% |
| February 28, 2022 | 30.60% |
| January 31, 2022 | 30.60% |
| December 31, 2021 | 30.60% |
| November 30, 2021 | 30.60% |
| October 31, 2021 | 30.60% |
| September 30, 2021 | 30.60% |
| August 31, 2021 | 30.60% |
| July 31, 2021 | 30.60% |
| June 30, 2021 | 30.60% |
| May 31, 2021 | 30.60% |
| April 30, 2021 | 30.60% |
| March 31, 2021 | 30.60% |
| February 28, 2021 | 30.60% |
| January 31, 2021 | 30.60% |
| December 31, 2020 | 30.60% |
| November 30, 2020 | 30.60% |
| October 31, 2020 | 30.60% |
| September 30, 2020 | 30.60% |
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
17.79%
Minimum
Nov 2019
30.60%
Maximum
Mar 2020
29.75%
Average
30.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Definity Financial Corp | -- |
| Quinsam Capital Corp | 95.36% |
| MedBright AI Investments Inc | 96.30% |
| Polaris Northstar Capital Corp | 99.98% |
| Belgravia Hartford Capital Inc | 98.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.306 |
| Beta (5Y) | 0.5715 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.34% |
| Historical Sharpe Ratio (5Y) | 0.8383 |
| Historical Sortino (5Y) | 1.067 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.01% |