Federal Agricultural Mortgage Corp. (AGM)
214.79
+5.60
(+2.68%)
USD |
NYSE |
Oct 02, 16:00
214.49
-0.30
(-0.14%)
After-Hours: 20:00
Federal Agricultural Mortgage Max Drawdown (5Y) : 32.55% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 32.55% |
| August 31, 2026 | 32.55% |
| July 31, 2026 | 32.55% |
| June 30, 2026 | 32.55% |
| May 31, 2026 | 32.55% |
| April 30, 2026 | 32.55% |
| March 31, 2026 | 32.55% |
| February 28, 2026 | 32.01% |
| January 31, 2026 | 32.01% |
| December 31, 2025 | 32.01% |
| November 30, 2025 | 32.01% |
| October 31, 2025 | 32.01% |
| September 30, 2025 | 32.01% |
| August 31, 2025 | 32.01% |
| July 31, 2025 | 33.94% |
| June 30, 2025 | 36.56% |
| May 31, 2025 | 36.56% |
| April 30, 2025 | 39.59% |
| March 31, 2025 | 46.15% |
| February 28, 2025 | 53.32% |
| January 31, 2025 | 53.32% |
| December 31, 2024 | 53.32% |
| November 30, 2024 | 53.32% |
| October 31, 2024 | 53.32% |
| September 30, 2024 | 53.32% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 53.32% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Rocket Cos., Inc. | 82.93% |
| Freddie Mac | 90.70% |
| Federal National Mortgage Association | 91.23% |
| Standard Premium Finance Holdings, Inc. | -- |
| UWM Holdings Corp. | 85.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.110 |
| Beta (5Y) | 1.056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.28% |
| Historical Sharpe Ratio (5Y) | 0.437 |
| Historical Sortino (5Y) | 0.9314 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.33% |