Federal Agricultural Mortgage Corp (AGM)
163.55
+1.23
(+0.76%)
USD |
NYSE |
Sep 20, 16:00
163.49
-0.06
(-0.04%)
Pre-Market: 20:00
Federal Agricultural Mortgage Max Drawdown (5Y): 53.32% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 53.32% |
July 31, 2020 | 53.32% |
June 30, 2020 | 53.32% |
May 31, 2020 | 53.32% |
April 30, 2020 | 53.32% |
March 31, 2020 | 53.32% |
February 29, 2020 | 41.60% |
January 31, 2020 | 41.60% |
December 31, 2019 | 41.60% |
November 30, 2019 | 41.60% |
October 31, 2019 | 41.60% |
September 30, 2019 | 41.60% |
August 31, 2019 | 41.60% |
July 31, 2019 | 41.60% |
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
37.97%
Minimum
Sep 2018
53.32%
Maximum
Mar 2020
49.62%
Average
53.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PRA Group Inc | 68.94% |
Medallion Financial Corp | 85.52% |
Horizon Technology Finance Corp | 60.35% |
Enova International Inc | 77.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.616 |
Beta (5Y) | 1.064 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.37% |
Historical Sharpe Ratio (5Y) | 0.7897 |
Historical Sortino (5Y) | 1.271 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.66% |