Fraser and Neave Ltd (FNEVF)
0.7501
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Fraser and Neave Max Drawdown (5Y): 55.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 55.58% |
| March 31, 2024 | 55.58% |
| February 29, 2024 | 55.58% |
| January 31, 2024 | 55.58% |
| December 31, 2023 | 55.58% |
| November 30, 2023 | 55.58% |
| October 31, 2023 | 55.58% |
| September 30, 2023 | 55.58% |
| August 31, 2023 | 55.58% |
| July 31, 2023 | 71.14% |
| June 30, 2023 | 71.14% |
| May 31, 2023 | 71.14% |
| April 30, 2023 | 71.14% |
| March 31, 2023 | 71.14% |
| February 28, 2023 | 71.14% |
| January 31, 2023 | 76.08% |
| December 31, 2022 | 76.08% |
| November 30, 2022 | 76.08% |
| October 31, 2022 | 76.08% |
| September 30, 2022 | 76.08% |
| August 31, 2022 | 76.08% |
| July 31, 2022 | 76.20% |
| June 30, 2022 | 76.72% |
| May 31, 2022 | 76.72% |
| April 30, 2022 | 76.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.72% |
| February 28, 2022 | 79.40% |
| January 31, 2022 | 79.40% |
| December 31, 2021 | 81.55% |
| November 30, 2021 | 81.55% |
| October 31, 2021 | 82.36% |
| September 30, 2021 | 82.36% |
| August 31, 2021 | 82.36% |
| July 31, 2021 | 82.36% |
| June 30, 2021 | 82.36% |
| May 31, 2021 | 82.36% |
| April 30, 2021 | 82.36% |
| March 31, 2021 | 82.36% |
| February 28, 2021 | 82.36% |
| January 31, 2021 | 82.36% |
| December 31, 2020 | 82.73% |
| November 30, 2020 | 83.11% |
| October 31, 2020 | 83.11% |
| September 30, 2020 | 83.11% |
| August 31, 2020 | 83.11% |
| July 31, 2020 | 83.11% |
| June 30, 2020 | 83.11% |
| May 31, 2020 | 83.11% |
| April 30, 2020 | 83.11% |
| March 31, 2020 | 83.11% |
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
55.58%
Minimum
Aug 2023
83.11%
Maximum
May 2019
76.23%
Average
81.95%
Median
Max Drawdown (5Y) Benchmarks
| Delfi Ltd | 79.99% |
| First Resources Ltd | -- |
| Genius Group Ltd | -- |
| Davis Commodities Ltd | -- |
| Indofood Agri Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.79 |
| Beta (5Y) | 0.2399 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.89% |
| Historical Sharpe Ratio (5Y) | -0.5089 |
| Historical Sortino (5Y) | -0.6178 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.09% |