Francisco Industries Inc (FRAZ)
0.12
0.00 (0.00%)
USD |
OTCM |
May 24, 16:00
Francisco Industries Max Drawdown (5Y): 99.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.09% |
| March 31, 2024 | 99.09% |
| February 29, 2024 | 99.09% |
| January 31, 2024 | 99.09% |
| December 31, 2023 | 99.09% |
| November 30, 2023 | 99.09% |
| October 31, 2023 | 90.91% |
| September 30, 2023 | 90.91% |
| August 31, 2023 | 90.91% |
| July 31, 2023 | 90.91% |
| June 30, 2023 | 90.91% |
| May 31, 2023 | 90.91% |
| April 30, 2023 | 90.91% |
| March 31, 2023 | 90.91% |
| February 28, 2023 | 90.91% |
| January 31, 2023 | 90.91% |
| December 31, 2022 | 90.91% |
| November 30, 2022 | 90.91% |
| October 31, 2022 | 90.91% |
| September 30, 2022 | 90.91% |
| August 31, 2022 | 90.91% |
| July 31, 2022 | 90.91% |
| June 30, 2022 | 90.91% |
| May 31, 2022 | 90.91% |
| April 30, 2022 | 90.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.91% |
| February 28, 2022 | 90.91% |
| January 31, 2022 | 90.91% |
| December 31, 2021 | 90.91% |
| November 30, 2021 | 90.91% |
| October 31, 2021 | 90.91% |
| September 30, 2021 | 80.73% |
| August 31, 2021 | 80.73% |
| July 31, 2021 | 80.73% |
| June 30, 2021 | 80.73% |
| May 31, 2021 | 80.73% |
| April 30, 2021 | 80.73% |
| March 31, 2021 | 84.62% |
| February 28, 2021 | 84.62% |
| January 31, 2021 | 84.62% |
| December 31, 2020 | 84.62% |
| November 30, 2020 | 84.62% |
| October 31, 2020 | 84.62% |
| September 30, 2020 | 84.62% |
| August 31, 2020 | 84.62% |
| July 31, 2020 | 84.62% |
| June 30, 2020 | 84.62% |
| May 31, 2020 | 84.62% |
| April 30, 2020 | 84.62% |
| March 31, 2020 | 84.62% |
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
80.73%
Minimum
Apr 2021
99.09%
Maximum
Nov 2023
88.54%
Average
90.91%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.39 |
| Beta (5Y) | 0.9141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 197.2% |
| Historical Sharpe Ratio (5Y) | -0.1329 |
| Historical Sortino (5Y) | -0.3438 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.55% |