FalconStor Software Inc (FALC)
2.25
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
FalconStor Software Max Drawdown (5Y): 99.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.22% |
March 31, 2024 | 99.22% |
February 29, 2024 | 99.22% |
January 31, 2024 | 99.22% |
December 31, 2023 | 99.22% |
November 30, 2023 | 99.22% |
October 31, 2023 | 99.22% |
September 30, 2023 | 99.22% |
August 31, 2023 | 99.22% |
July 31, 2023 | 99.22% |
June 30, 2023 | 99.22% |
May 31, 2023 | 99.22% |
April 30, 2023 | 99.22% |
March 31, 2023 | 99.22% |
February 28, 2023 | 99.22% |
January 31, 2023 | 99.22% |
December 31, 2022 | 99.22% |
November 30, 2022 | 99.22% |
October 31, 2022 | 99.22% |
September 30, 2022 | 99.22% |
August 31, 2022 | 99.22% |
July 31, 2022 | 99.22% |
June 30, 2022 | 99.22% |
May 31, 2022 | 99.22% |
April 30, 2022 | 98.97% |
Date | Value |
---|---|
March 31, 2022 | 98.97% |
February 28, 2022 | 98.97% |
January 31, 2022 | 98.97% |
December 31, 2021 | 98.97% |
November 30, 2021 | 98.97% |
October 31, 2021 | 98.97% |
September 30, 2021 | 98.97% |
August 31, 2021 | 98.97% |
July 31, 2021 | 98.97% |
June 30, 2021 | 98.97% |
May 31, 2021 | 98.97% |
April 30, 2021 | 98.97% |
March 31, 2021 | 98.97% |
February 28, 2021 | 98.97% |
January 31, 2021 | 98.97% |
December 31, 2020 | 98.97% |
November 30, 2020 | 98.97% |
October 31, 2020 | 98.97% |
September 30, 2020 | 98.93% |
August 31, 2020 | 98.93% |
July 31, 2020 | 98.93% |
June 30, 2020 | 98.93% |
May 31, 2020 | 98.93% |
April 30, 2020 | 98.93% |
March 31, 2020 | 98.93% |
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
98.27%
Minimum
May 2019
99.22%
Maximum
May 2022
98.99%
Average
98.97%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
American Software Inc | 68.64% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.87 |
Beta (5Y) | 2.201 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 136.7% |
Historical Sharpe Ratio (5Y) | -0.1123 |
Historical Sortino (5Y) | -0.3177 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.91% |