Western Forest Products Inc (WEF.TO)
0.465
+0.02
(+4.49%)
CAD |
TSX |
Nov 12, 14:56
Western Forest Products Max Drawdown (5Y): 82.60% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 82.60% |
| August 31, 2024 | 82.60% |
| July 31, 2024 | 82.39% |
| June 30, 2024 | 80.67% |
| May 31, 2024 | 78.73% |
| April 30, 2024 | 77.23% |
| March 31, 2024 | 77.22% |
| February 29, 2024 | 77.22% |
| January 31, 2024 | 77.22% |
| December 31, 2023 | 77.22% |
| November 30, 2023 | 77.22% |
| October 31, 2023 | 77.22% |
| September 30, 2023 | 77.22% |
| August 31, 2023 | 77.22% |
| July 31, 2023 | 77.22% |
| June 30, 2023 | 77.22% |
| May 31, 2023 | 77.22% |
| April 30, 2023 | 77.22% |
| March 31, 2023 | 77.22% |
| February 28, 2023 | 77.22% |
| January 31, 2023 | 77.22% |
| December 31, 2022 | 77.22% |
| November 30, 2022 | 77.22% |
| October 31, 2022 | 77.22% |
| September 30, 2022 | 77.22% |
| Date | Value |
|---|---|
| August 31, 2022 | 77.22% |
| July 31, 2022 | 77.22% |
| June 30, 2022 | 77.22% |
| May 31, 2022 | 77.22% |
| April 30, 2022 | 77.22% |
| March 31, 2022 | 77.22% |
| February 28, 2022 | 77.22% |
| January 31, 2022 | 77.22% |
| December 31, 2021 | 77.22% |
| November 30, 2021 | 77.22% |
| October 31, 2021 | 77.22% |
| September 30, 2021 | 77.22% |
| August 31, 2021 | 77.22% |
| July 31, 2021 | 77.22% |
| June 30, 2021 | 77.22% |
| May 31, 2021 | 77.22% |
| April 30, 2021 | 77.22% |
| March 31, 2021 | 77.22% |
| February 28, 2021 | 77.22% |
| January 31, 2021 | 77.22% |
| December 31, 2020 | 77.22% |
| November 30, 2020 | 77.22% |
| October 31, 2020 | 77.22% |
| September 30, 2020 | 77.22% |
| August 31, 2020 | 77.22% |
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
58.40%
Minimum
Nov 2019
82.60%
Maximum
Aug 2024
76.37%
Average
77.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Acadian Timber Corp | 33.39% |
| Canfor Corp | 81.84% |
| Interfor Corp | 81.40% |
| Bee Vectoring Technologies International Inc | -- |
| Replenish Nutrients Holding Corp | 92.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.19 |
| Beta (5Y) | 1.801 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.68% |
| Historical Sharpe Ratio (5Y) | -0.3342 |
| Historical Sortino (5Y) | -0.5332 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.83% |