Famous Brands Ltd (FMBRY)
10.32
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Famous Brands Max Drawdown (5Y): 77.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.47% |
| March 31, 2024 | 77.47% |
| February 29, 2024 | 77.47% |
| January 31, 2024 | 77.47% |
| December 31, 2023 | 77.47% |
| November 30, 2023 | 77.47% |
| October 31, 2023 | 77.47% |
| September 30, 2023 | 77.47% |
| August 31, 2023 | 77.47% |
| July 31, 2023 | 77.47% |
| June 30, 2023 | 77.47% |
| May 31, 2023 | 77.47% |
| April 30, 2023 | 77.47% |
| March 31, 2023 | 77.47% |
| February 28, 2023 | 77.47% |
| January 31, 2023 | 77.47% |
| December 31, 2022 | 77.47% |
| November 30, 2022 | 77.47% |
| October 31, 2022 | 77.47% |
| September 30, 2022 | 77.47% |
| August 31, 2022 | 77.47% |
| July 31, 2022 | 77.47% |
| June 30, 2022 | 77.47% |
| May 31, 2022 | 77.47% |
| April 30, 2022 | 77.47% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.47% |
| February 28, 2022 | 77.47% |
| January 31, 2022 | 77.47% |
| December 31, 2021 | 77.47% |
| November 30, 2021 | 77.47% |
| October 31, 2021 | 77.47% |
| September 30, 2021 | 77.47% |
| August 31, 2021 | 77.47% |
| July 31, 2021 | 77.47% |
| June 30, 2021 | 77.47% |
| May 31, 2021 | 77.47% |
| April 30, 2021 | 77.47% |
| March 31, 2021 | 77.47% |
| February 28, 2021 | 77.47% |
| January 31, 2021 | 77.47% |
| December 31, 2020 | 71.77% |
| November 30, 2020 | 56.98% |
| October 31, 2020 | 56.98% |
| September 30, 2020 | 56.98% |
| August 31, 2020 | 56.98% |
| July 31, 2020 | 56.98% |
| June 30, 2020 | 56.98% |
| May 31, 2020 | 56.98% |
| April 30, 2020 | 56.98% |
| March 31, 2020 | 56.98% |
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
53.38%
Minimum
May 2019
77.47%
Maximum
Jan 2021
70.41%
Average
77.47%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Woolworths Holdings Ltd | 79.18% |
| Leatt Corp | 77.58% |
| Shoprite Holdings Ltd | 75.62% |
| Pick N Pay Stores Ltd | 77.54% |
| Mr Price Group Ltd | 76.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.625 |
| Beta (5Y) | 0.1496 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.20% |
| Historical Sharpe Ratio (5Y) | -0.0654 |
| Historical Sortino (5Y) | -0.1536 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.73% |