Futuris Co (FTRS)
0.0258
0.00 (0.00%)
USD |
OTCM |
May 21, 16:00
Futuris Max Drawdown (5Y): 99.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.12% |
| March 31, 2024 | 99.12% |
| February 29, 2024 | 99.12% |
| January 31, 2024 | 99.12% |
| December 31, 2023 | 97.99% |
| November 30, 2023 | 97.99% |
| October 31, 2023 | 98.20% |
| September 30, 2023 | 98.20% |
| August 31, 2023 | 98.20% |
| July 31, 2023 | 98.50% |
| June 30, 2023 | 98.50% |
| May 31, 2023 | 98.50% |
| April 30, 2023 | 98.50% |
| March 31, 2023 | 98.50% |
| February 28, 2023 | 98.50% |
| January 31, 2023 | 98.50% |
| December 31, 2022 | 99.05% |
| November 30, 2022 | 99.43% |
| October 31, 2022 | 99.43% |
| September 30, 2022 | 99.43% |
| August 31, 2022 | 99.43% |
| July 31, 2022 | 99.43% |
| June 30, 2022 | 99.43% |
| May 31, 2022 | 99.43% |
| April 30, 2022 | 99.43% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.43% |
| February 28, 2022 | 99.43% |
| January 31, 2022 | 99.43% |
| December 31, 2021 | 99.43% |
| November 30, 2021 | 99.43% |
| October 31, 2021 | 99.43% |
| September 30, 2021 | 99.43% |
| August 31, 2021 | 99.43% |
| July 31, 2021 | 99.43% |
| June 30, 2021 | 99.43% |
| May 31, 2021 | 99.43% |
| April 30, 2021 | 99.43% |
| March 31, 2021 | 99.43% |
| February 28, 2021 | 99.43% |
| January 31, 2021 | 99.43% |
| December 31, 2020 | 99.96% |
| November 30, 2020 | 99.99% |
| October 31, 2020 | 100.00% |
| September 30, 2020 | 100.0% |
| August 31, 2020 | 100.0% |
| July 31, 2020 | 100.0% |
| June 30, 2020 | 100.0% |
| May 31, 2020 | 100.0% |
| April 30, 2020 | 100.0% |
| March 31, 2020 | 100.0% |
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
97.99%
Minimum
Nov 2023
100.0%
Maximum
May 2019
99.37%
Average
99.43%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Barrett Business Services Inc | 69.53% |
| Heidrick & Struggles International Inc | 57.86% |
| GEE Group Inc | 98.33% |
| Kelly Services Inc | 66.08% |
| Mastech Digital Inc | 72.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2221 |
| Beta (5Y) | 1.383 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 280.4% |
| Historical Sharpe Ratio (5Y) | 0.0542 |
| Historical Sortino (5Y) | 0.2822 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.41% |