NFI Group Inc (NFI.TO)
15.47
+0.02
(+0.13%)
CAD |
TSX |
Nov 14, 16:00
NFI Group Max Drawdown (5Y): 83.96% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 83.96% |
| August 31, 2024 | 83.96% |
| July 31, 2024 | 83.96% |
| June 30, 2024 | 83.96% |
| May 31, 2024 | 83.96% |
| April 30, 2024 | 83.96% |
| March 31, 2024 | 83.96% |
| February 29, 2024 | 83.96% |
| January 31, 2024 | 83.96% |
| December 31, 2023 | 83.96% |
| November 30, 2023 | 83.96% |
| October 31, 2023 | 83.96% |
| September 30, 2023 | 83.96% |
| August 31, 2023 | 83.96% |
| July 31, 2023 | 83.96% |
| June 30, 2023 | 83.96% |
| May 31, 2023 | 83.96% |
| April 30, 2023 | 83.96% |
| March 31, 2023 | 83.24% |
| February 28, 2023 | 82.87% |
| January 31, 2023 | 82.87% |
| December 31, 2022 | 82.87% |
| November 30, 2022 | 82.75% |
| October 31, 2022 | 82.75% |
| September 30, 2022 | 82.75% |
| Date | Value |
|---|---|
| August 31, 2022 | 82.75% |
| July 31, 2022 | 82.75% |
| June 30, 2022 | 82.75% |
| May 31, 2022 | 82.75% |
| April 30, 2022 | 82.75% |
| March 31, 2022 | 82.75% |
| February 28, 2022 | 82.75% |
| January 31, 2022 | 82.75% |
| December 31, 2021 | 82.75% |
| November 30, 2021 | 82.75% |
| October 31, 2021 | 82.75% |
| September 30, 2021 | 82.75% |
| August 31, 2021 | 82.75% |
| July 31, 2021 | 82.75% |
| June 30, 2021 | 82.75% |
| May 31, 2021 | 82.75% |
| April 30, 2021 | 82.75% |
| March 31, 2021 | 82.75% |
| February 28, 2021 | 82.75% |
| January 31, 2021 | 82.75% |
| December 31, 2020 | 82.75% |
| November 30, 2020 | 82.75% |
| October 31, 2020 | 82.75% |
| September 30, 2020 | 82.75% |
| August 31, 2020 | 82.75% |
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
55.87%
Minimum
Nov 2019
83.96%
Maximum
Apr 2023
81.31%
Average
82.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boyd Group Services Inc | 53.13% |
| Green River Gold Corp | 85.00% |
| Aether Catalyst Solutions Inc | 93.33% |
| JIVA Technologies Inc | 100.00% |
| Nextech3d AI Corp | 99.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.16 |
| Beta (5Y) | 1.409 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.01% |
| Historical Sharpe Ratio (5Y) | -0.1643 |
| Historical Sortino (5Y) | -0.2409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.30% |