West Fraser Timber Co.Ltd (WFG)
92.99
+0.84
(+0.91%)
USD |
NYSE |
Nov 05, 16:00
92.99
0.00 (0.00%)
After-Hours: 16:26
West Fraser Timber Max Drawdown (5Y): 78.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.65% |
September 30, 2024 | 78.65% |
August 31, 2024 | 78.65% |
July 31, 2024 | 78.65% |
June 30, 2024 | 78.65% |
May 31, 2024 | 78.65% |
April 30, 2024 | 78.65% |
March 31, 2024 | 78.65% |
February 29, 2024 | 78.65% |
January 31, 2024 | 78.65% |
December 31, 2023 | 78.65% |
November 30, 2023 | 78.65% |
October 31, 2023 | 78.65% |
September 30, 2023 | 78.65% |
August 31, 2023 | 78.65% |
July 31, 2023 | 78.65% |
June 30, 2023 | 78.65% |
May 31, 2023 | 78.65% |
April 30, 2023 | 78.65% |
March 31, 2023 | 78.65% |
February 28, 2023 | 78.65% |
January 31, 2023 | 78.65% |
December 31, 2022 | 78.65% |
November 30, 2022 | 78.65% |
October 31, 2022 | 78.65% |
Date | Value |
---|---|
September 30, 2022 | 78.65% |
August 31, 2022 | 78.65% |
July 31, 2022 | 78.65% |
June 30, 2022 | 78.65% |
May 31, 2022 | 78.65% |
April 30, 2022 | 78.65% |
March 31, 2022 | 78.65% |
February 28, 2022 | 78.65% |
January 31, 2022 | 78.65% |
December 31, 2021 | 78.65% |
November 30, 2021 | 78.65% |
October 31, 2021 | 78.65% |
September 30, 2021 | 78.65% |
August 31, 2021 | 78.65% |
July 31, 2021 | 78.65% |
June 30, 2021 | 78.65% |
May 31, 2021 | 78.65% |
April 30, 2021 | 78.65% |
March 31, 2021 | 78.65% |
February 28, 2021 | 78.65% |
January 31, 2021 | 78.65% |
December 31, 2020 | 78.65% |
November 30, 2020 | 78.65% |
October 31, 2020 | 78.65% |
September 30, 2020 | 78.65% |
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
55.27%
Minimum
Nov 2019
78.65%
Maximum
Mar 2020
77.09%
Average
78.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Biomass Secure Power Inc | 99.63% |
Flexible Solutions International Inc | 75.75% |
Paramount Gold Nevada Corp | 81.95% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.42 |
Beta (5Y) | 1.862 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.08% |
Historical Sharpe Ratio (5Y) | 0.2773 |
Historical Sortino (5Y) | 0.3849 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.42% |