Intact Financial Corp (IFC.TO)
250.64
-1.86
(-0.74%)
CAD |
TSX |
Sep 06, 16:00
Intact Financial Max Drawdown (5Y): 30.60% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 30.60% |
August 31, 2022 | 30.60% |
Date | Value |
---|---|
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% |
August 31, 2020 | 30.60% |
July 31, 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
Sep 2019
30.60%
Maximum
Mar 2020
29.32%
Average
30.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Definity Financial Corp | -- |
Cypherpunk Holdings Inc | 86.11% |
Armada Mercantile Ltd | 90.79% |
New Frontier Ventures Inc | 99.64% |
Xtacy Therapeutics Corp | 98.16% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.643 |
Beta (5Y) | 0.5695 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.31% |
Historical Sharpe Ratio (5Y) | 0.8417 |
Historical Sortino (5Y) | 1.072 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.01% |