Foxtons Group PLC (FXTGY)
1.90
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Foxtons Group Max Drawdown (5Y): 88.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.39% |
March 31, 2024 | 88.39% |
February 29, 2024 | 88.39% |
January 31, 2024 | 88.39% |
December 31, 2023 | 88.39% |
November 30, 2023 | 88.39% |
October 31, 2023 | 88.39% |
September 30, 2023 | 89.24% |
August 31, 2023 | 89.24% |
July 31, 2023 | 89.24% |
June 30, 2023 | 89.24% |
May 31, 2023 | 89.24% |
April 30, 2023 | 89.24% |
March 31, 2023 | 89.24% |
February 28, 2023 | 89.24% |
January 31, 2023 | 89.24% |
December 31, 2022 | 89.24% |
November 30, 2022 | 89.24% |
October 31, 2022 | 89.24% |
September 30, 2022 | 89.24% |
August 31, 2022 | 89.24% |
July 31, 2022 | 89.24% |
June 30, 2022 | 89.24% |
May 31, 2022 | 89.24% |
April 30, 2022 | 89.24% |
Date | Value |
---|---|
March 31, 2022 | 89.24% |
February 28, 2022 | 89.24% |
January 31, 2022 | 89.24% |
December 31, 2021 | 89.24% |
November 30, 2021 | 89.24% |
October 31, 2021 | 89.24% |
September 30, 2021 | 89.24% |
August 31, 2021 | 89.24% |
July 31, 2021 | 89.24% |
June 30, 2021 | 89.24% |
May 31, 2021 | 89.24% |
April 30, 2021 | 89.24% |
March 31, 2021 | 89.24% |
February 28, 2021 | 89.24% |
January 31, 2021 | 89.24% |
December 31, 2020 | 89.24% |
November 30, 2020 | 89.24% |
October 31, 2020 | 89.24% |
September 30, 2020 | 89.24% |
August 31, 2020 | 89.24% |
July 31, 2020 | 89.24% |
June 30, 2020 | 89.24% |
May 31, 2020 | 89.24% |
April 30, 2020 | 89.24% |
March 31, 2020 | 89.24% |
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
88.39%
Minimum
Oct 2023
89.24%
Maximum
May 2019
89.14%
Average
89.24%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Savills PLC | 53.48% |
Cushman & Wakefield PLC | 71.84% |
MDJM Ltd | 85.97% |
Harworth Group PLC | -- |
Murano Global Investments PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.339 |
Beta (5Y) | 0.3681 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.22% |
Historical Sharpe Ratio (5Y) | 0.0405 |
Historical Sortino (5Y) | 0.0604 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.02% |