IGM Financial Inc (IGM.TO)
47.11
-0.08
(-0.17%)
CAD |
TSX |
Nov 22, 15:04
IGM Financial Max Drawdown (5Y): 47.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.65% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.65% |
| 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% |
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
47.00%
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) | -7.695 |
| Beta (5Y) | 1.513 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.09% |
| Historical Sharpe Ratio (5Y) | 0.2188 |
| Historical Sortino (5Y) | 0.2577 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.33% |