Federal Home Loan Mortgage Corp (FMCC)
1.38
+0.08
(+5.75%)
USD |
OTCM |
May 10, 16:00
Federal Home Loan Mortgage Max Drawdown (5Y): 90.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.70% |
| March 31, 2024 | 90.70% |
| February 29, 2024 | 90.70% |
| January 31, 2024 | 90.70% |
| December 31, 2023 | 90.70% |
| November 30, 2023 | 90.70% |
| October 31, 2023 | 90.70% |
| September 30, 2023 | 90.70% |
| August 31, 2023 | 90.70% |
| July 31, 2023 | 90.70% |
| June 30, 2023 | 90.70% |
| May 31, 2023 | 90.70% |
| April 30, 2023 | 90.70% |
| March 31, 2023 | 90.70% |
| February 28, 2023 | 90.70% |
| January 31, 2023 | 90.70% |
| December 31, 2022 | 90.70% |
| November 30, 2022 | 88.98% |
| October 31, 2022 | 88.98% |
| September 30, 2022 | 88.98% |
| August 31, 2022 | 88.98% |
| July 31, 2022 | 88.98% |
| June 30, 2022 | 88.94% |
| May 31, 2022 | 83.04% |
| April 30, 2022 | 83.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.04% |
| February 28, 2022 | 83.04% |
| January 31, 2022 | 83.04% |
| December 31, 2021 | 83.04% |
| November 30, 2021 | 83.04% |
| October 31, 2021 | 83.04% |
| September 30, 2021 | 81.70% |
| August 31, 2021 | 80.80% |
| July 31, 2021 | 80.80% |
| June 30, 2021 | 80.80% |
| May 31, 2021 | 80.80% |
| April 30, 2021 | 80.80% |
| March 31, 2021 | 80.80% |
| February 28, 2021 | 80.80% |
| January 31, 2021 | 80.80% |
| December 31, 2020 | 80.80% |
| November 30, 2020 | 80.80% |
| October 31, 2020 | 80.80% |
| September 30, 2020 | 80.80% |
| August 31, 2020 | 80.80% |
| July 31, 2020 | 80.80% |
| June 30, 2020 | 80.80% |
| May 31, 2020 | 80.80% |
| April 30, 2020 | 80.80% |
| March 31, 2020 | 80.80% |
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
80.80%
Minimum
May 2019
90.70%
Maximum
Dec 2022
84.74%
Average
83.04%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Mag Mile Capital Inc | 99.25% |
| Federal National Mortgage Association Fannie Mae | 91.23% |
| Credit Acceptance Corp | 56.93% |
| Consumer Portfolio Services Inc | 83.83% |
| EZCORP Inc | 76.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.05 |
| Beta (5Y) | 1.459 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.78% |
| Historical Sharpe Ratio (5Y) | -0.1859 |
| Historical Sortino (5Y) | -0.3179 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.25% |