IGM Financial Inc (IGM.TO)
42.25
+0.42
(+1.00%)
CAD |
TSX |
Nov 01, 16:00
IGM Financial Max Drawdown (5Y): 47.65% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 47.65% |
| August 31, 2024 | 47.65% |
| July 31, 2024 | 47.65% |
| June 30, 2024 | 47.65% |
| May 31, 2024 | 47.65% |
| April 30, 2024 | 47.65% |
| March 31, 2024 | 47.65% |
| February 29, 2024 | 47.65% |
| January 31, 2024 | 47.65% |
| December 31, 2023 | 47.65% |
| November 30, 2023 | 47.65% |
| October 31, 2023 | 47.65% |
| September 30, 2023 | 47.65% |
| August 31, 2023 | 47.65% |
| July 31, 2023 | 47.65% |
| June 30, 2023 | 47.65% |
| May 31, 2023 | 47.65% |
| April 30, 2023 | 47.65% |
| March 31, 2023 | 47.65% |
| February 28, 2023 | 47.65% |
| January 31, 2023 | 47.65% |
| December 31, 2022 | 47.65% |
| November 30, 2022 | 47.65% |
| October 31, 2022 | 47.65% |
| September 30, 2022 | 47.65% |
| Date | Value |
|---|---|
| August 31, 2022 | 47.65% |
| July 31, 2022 | 47.65% |
| June 30, 2022 | 47.65% |
| May 31, 2022 | 47.65% |
| April 30, 2022 | 47.65% |
| March 31, 2022 | 47.65% |
| February 28, 2022 | 47.65% |
| January 31, 2022 | 47.65% |
| December 31, 2021 | 47.65% |
| November 30, 2021 | 47.65% |
| October 31, 2021 | 47.65% |
| September 30, 2021 | 47.65% |
| August 31, 2021 | 47.65% |
| July 31, 2021 | 47.65% |
| June 30, 2021 | 47.65% |
| May 31, 2021 | 47.65% |
| April 30, 2021 | 47.65% |
| March 31, 2021 | 47.65% |
| February 28, 2021 | 47.65% |
| January 31, 2021 | 47.65% |
| December 31, 2020 | 47.65% |
| November 30, 2020 | 47.65% |
| October 31, 2020 | 47.65% |
| September 30, 2020 | 47.65% |
| August 31, 2020 | 47.65% |
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
37.95%
Minimum
Nov 2019
47.65%
Maximum
Mar 2020
46.99%
Average
47.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CI Financial Corp | 59.56% |
| Fiera Capital Corp | 61.45% |
| Polaris Northstar Capital Corp | 99.98% |
| SOL Global Investments Corp | 99.54% |
| Eat & Beyond Global Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.087 |
| Beta (5Y) | 1.513 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.98% |
| Historical Sharpe Ratio (5Y) | 0.1889 |
| Historical Sortino (5Y) | 0.2247 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.33% |