Foxby Corp (FXBY)
15.51
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
FXBY Max Drawdown (5Y): 72.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.57% |
| March 31, 2024 | 72.57% |
| February 29, 2024 | 72.57% |
| January 31, 2024 | 72.57% |
| December 31, 2023 | 72.57% |
| November 30, 2023 | 72.57% |
| October 31, 2023 | 72.57% |
| September 30, 2023 | 72.57% |
| August 31, 2023 | 72.57% |
| July 31, 2023 | 72.57% |
| June 30, 2023 | 72.57% |
| May 31, 2023 | 72.57% |
| April 30, 2023 | 72.57% |
| March 31, 2023 | 72.57% |
| February 28, 2023 | 72.57% |
| January 31, 2023 | 72.57% |
| December 31, 2022 | 72.57% |
| November 30, 2022 | 72.57% |
| October 31, 2022 | 72.57% |
| September 30, 2022 | 72.57% |
| August 31, 2022 | 72.57% |
| July 31, 2022 | 72.57% |
| June 30, 2022 | 72.57% |
| May 31, 2022 | 72.57% |
| April 30, 2022 | 72.57% |
| Date | Value |
|---|---|
| March 31, 2022 | 72.57% |
| February 28, 2022 | 72.57% |
| January 31, 2022 | 72.57% |
| December 31, 2021 | 72.57% |
| November 30, 2021 | 72.57% |
| October 31, 2021 | 72.57% |
| September 30, 2021 | 72.57% |
| August 31, 2021 | 72.57% |
| July 31, 2021 | 72.57% |
| June 30, 2021 | 72.57% |
| May 31, 2021 | 72.57% |
| April 30, 2021 | 41.28% |
| March 31, 2021 | 41.28% |
| February 28, 2021 | 41.28% |
| January 31, 2021 | 41.28% |
| December 31, 2020 | 41.28% |
| November 30, 2020 | 41.28% |
| October 31, 2020 | 41.28% |
| September 30, 2020 | 41.28% |
| August 31, 2020 | 41.28% |
| July 31, 2020 | 41.28% |
| June 30, 2020 | 41.28% |
| May 31, 2020 | 41.28% |
| April 30, 2020 | 41.28% |
| March 31, 2020 | 38.30% |
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
28.04%
Minimum
May 2019
72.57%
Maximum
May 2021
57.80%
Average
72.57%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9164 |
| Beta (5Y) | 0.8101 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.717 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7699 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.77% |
| Historical Sharpe Ratio (5Y) | 0.2333 |
| Historical Sortino (5Y) | 0.3409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |