Interfor Corp (IFSPF)
13.04
-0.06
(-0.44%)
USD |
OTCM |
May 31, 16:00
Interfor Max Drawdown (5Y): 83.63% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 83.63% |
April 30, 2024 | 83.63% |
March 31, 2024 | 83.63% |
February 29, 2024 | 83.63% |
January 31, 2024 | 83.63% |
December 31, 2023 | 83.63% |
November 30, 2023 | 83.63% |
October 31, 2023 | 83.63% |
September 30, 2023 | 83.63% |
August 31, 2023 | 83.63% |
July 31, 2023 | 83.63% |
June 30, 2023 | 83.63% |
May 31, 2023 | 83.63% |
April 30, 2023 | 83.63% |
March 31, 2023 | 83.63% |
February 28, 2023 | 83.63% |
January 31, 2023 | 83.63% |
December 31, 2022 | 83.63% |
November 30, 2022 | 83.63% |
October 31, 2022 | 83.63% |
September 30, 2022 | 83.63% |
August 31, 2022 | 83.63% |
July 31, 2022 | 83.63% |
June 30, 2022 | 83.63% |
May 31, 2022 | 83.63% |
Date | Value |
---|---|
April 30, 2022 | 83.63% |
March 31, 2022 | 83.63% |
February 28, 2022 | 83.63% |
January 31, 2022 | 83.63% |
December 31, 2021 | 83.63% |
November 30, 2021 | 83.63% |
October 31, 2021 | 83.63% |
September 30, 2021 | 83.63% |
August 31, 2021 | 83.63% |
July 31, 2021 | 83.63% |
June 30, 2021 | 83.63% |
May 31, 2021 | 83.63% |
April 30, 2021 | 83.63% |
March 31, 2021 | 83.63% |
February 28, 2021 | 83.63% |
January 31, 2021 | 83.63% |
December 31, 2020 | 83.63% |
November 30, 2020 | 83.63% |
October 31, 2020 | 83.63% |
September 30, 2020 | 83.63% |
August 31, 2020 | 83.63% |
July 31, 2020 | 83.63% |
June 30, 2020 | 83.63% |
May 31, 2020 | 83.63% |
April 30, 2020 | 83.63% |
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
67.11%
Minimum
Jun 2019
83.63%
Maximum
Mar 2020
81.15%
Average
83.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Biomass Secure Power Inc | 99.63% |
Flexible Solutions International Inc | 75.75% |
Paramount Gold Nevada Corp | 81.95% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.43 |
Beta (5Y) | 2.369 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.72% |
Historical Sharpe Ratio (5Y) | 0.1322 |
Historical Sortino (5Y) | 0.2076 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.40% |