Federal Agricultural Mortgage Corp (AGM)

198.01 +0.77 (+0.39%) USD  |  NYSE  |  Dec 24, 13:00
198.01 0.00 (0.00%) After-Hours: 13:38
More

Federal Agricultural Mortgage Max Drawdown (5Y): 53.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for AGM.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
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) 8.402
Beta (5Y) 1.074
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.48%
Historical Sharpe Ratio (5Y) 0.7003
Historical Sortino (5Y) 1.178
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.58%