Federal Agricultural Mortgage Corp (AGM)
203.84
+2.07
(+1.03%)
USD |
NYSE |
Nov 21, 16:00
203.70
-0.14
(-0.07%)
After-Hours: 20:00
Federal Agricultural Mortgage Max Drawdown (5Y): 53.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.32% |
| September 30, 2024 | 53.32% |
| August 31, 2024 | 53.32% |
| July 31, 2024 | 53.32% |
| June 30, 2024 | 53.32% |
| May 31, 2024 | 53.32% |
| April 30, 2024 | 53.32% |
| March 31, 2024 | 53.32% |
| February 29, 2024 | 53.32% |
| January 31, 2024 | 53.32% |
| December 31, 2023 | 53.32% |
| November 30, 2023 | 53.32% |
| October 31, 2023 | 53.32% |
| September 30, 2023 | 53.32% |
| August 31, 2023 | 53.32% |
| July 31, 2023 | 53.32% |
| June 30, 2023 | 53.32% |
| May 31, 2023 | 53.32% |
| April 30, 2023 | 53.32% |
| March 31, 2023 | 53.32% |
| February 28, 2023 | 53.32% |
| January 31, 2023 | 53.32% |
| December 31, 2022 | 53.32% |
| November 30, 2022 | 53.32% |
| October 31, 2022 | 53.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.32% |
| August 31, 2022 | 53.32% |
| July 31, 2022 | 53.32% |
| June 30, 2022 | 53.32% |
| May 31, 2022 | 53.32% |
| April 30, 2022 | 53.32% |
| March 31, 2022 | 53.32% |
| February 28, 2022 | 53.32% |
| January 31, 2022 | 53.32% |
| December 31, 2021 | 53.32% |
| November 30, 2021 | 53.32% |
| October 31, 2021 | 53.32% |
| September 30, 2021 | 53.32% |
| August 31, 2021 | 53.32% |
| July 31, 2021 | 53.32% |
| June 30, 2021 | 53.32% |
| May 31, 2021 | 53.32% |
| April 30, 2021 | 53.32% |
| March 31, 2021 | 53.32% |
| February 28, 2021 | 53.32% |
| January 31, 2021 | 53.32% |
| December 31, 2020 | 53.32% |
| November 30, 2020 | 53.32% |
| October 31, 2020 | 53.32% |
| September 30, 2020 | 53.32% |
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
41.60%
Minimum
Nov 2019
53.32%
Maximum
Mar 2020
52.53%
Average
53.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PRA Group Inc | 75.60% |
| Medallion Financial Corp | 86.13% |
| Horizon Technology Finance Corp | 60.35% |
| Enova International Inc | 77.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.160 |
| Beta (5Y) | 1.038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.25% |
| Historical Sharpe Ratio (5Y) | 0.5753 |
| Historical Sortino (5Y) | 0.9688 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.58% |