IGM Financial Inc (IGM.TO)
42.93
-0.03
(-0.07%)
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Apr 25, 16:00
IGM Financial Max Drawdown (5Y): 43.88% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.101 |
| Beta (5Y) | 1.339 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.84% |
| Historical Sharpe Ratio (5Y) | 0.8398 |
| Historical Sortino (5Y) | 1.494 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.76% |