Federal Agricultural Mortgage Corp (AGM.A)

157.68 +12.68 (+8.74%) USD  |  NYSE  |  Dec 20, 16:00
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Federal Agricultural Mortgage Max Drawdown (5Y): 49.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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PRA Group Inc 75.60%
Medallion Financial Corp 86.13%
Horizon Technology Finance Corp 60.35%
Community Bankers Corp 63.26%
Enova International Inc 77.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.627
Beta (5Y) 1.091
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.94%
Historical Sharpe Ratio (5Y) 0.578
Historical Sortino (5Y) 1.047
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.65%