FitLife Brands Inc (FTLF)
27.95
-0.15
(-0.53%)
USD |
NASDAQ |
May 03, 16:00
27.94
-0.01
(-0.04%)
After-Hours: 20:00
FitLife Brands Max Drawdown (5Y): 70.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.18% |
March 31, 2024 | 70.18% |
February 29, 2024 | 76.39% |
January 31, 2024 | 81.25% |
December 31, 2023 | 82.64% |
November 30, 2023 | 83.68% |
October 31, 2023 | 86.62% |
September 30, 2023 | 91.29% |
August 31, 2023 | 91.29% |
July 31, 2023 | 91.29% |
June 30, 2023 | 91.29% |
May 31, 2023 | 91.67% |
April 30, 2023 | 91.67% |
March 31, 2023 | 91.67% |
February 28, 2023 | 92.28% |
January 31, 2023 | 92.28% |
December 31, 2022 | 92.28% |
November 30, 2022 | 92.28% |
October 31, 2022 | 92.90% |
September 30, 2022 | 92.90% |
August 31, 2022 | 93.52% |
July 31, 2022 | 93.52% |
June 30, 2022 | 93.52% |
May 31, 2022 | 93.52% |
April 30, 2022 | 93.52% |
Date | Value |
---|---|
March 31, 2022 | 93.52% |
February 28, 2022 | 93.52% |
January 31, 2022 | 93.52% |
December 31, 2021 | 93.52% |
November 30, 2021 | 93.52% |
October 31, 2021 | 93.52% |
September 30, 2021 | 93.52% |
August 31, 2021 | 93.52% |
July 31, 2021 | 93.52% |
June 30, 2021 | 93.52% |
May 31, 2021 | 93.52% |
April 30, 2021 | 93.52% |
March 31, 2021 | 93.52% |
February 28, 2021 | 93.52% |
January 31, 2021 | 93.52% |
December 31, 2020 | 93.52% |
November 30, 2020 | 93.52% |
October 31, 2020 | 93.52% |
September 30, 2020 | 93.52% |
August 31, 2020 | 93.52% |
July 31, 2020 | 93.52% |
June 30, 2020 | 93.52% |
May 31, 2020 | 93.52% |
April 30, 2020 | 93.52% |
March 31, 2020 | 93.52% |
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
70.18%
Minimum
Mar 2024
93.52%
Maximum
May 2019
91.45%
Average
93.52%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
Spectrum Brands Holdings Inc | 79.43% |
RegalWorks Media Inc | 94.63% |
Lifevantage Corp | 81.52% |
Splash Beverage Group Inc | 98.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 63.53 |
Beta (5Y) | 0.7798 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.83% |
Historical Sharpe Ratio (5Y) | 1.393 |
Historical Sortino (5Y) | 2.781 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.29% |