First Acceptance Corp (FACO)
2.91
-0.02
(-0.68%)
USD |
OTCM |
May 02, 15:01
First Acceptance Max Drawdown (5Y): 83.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.89% |
March 31, 2024 | 83.89% |
February 29, 2024 | 83.89% |
January 31, 2024 | 83.89% |
December 31, 2023 | 83.89% |
November 30, 2023 | 83.89% |
October 31, 2023 | 83.89% |
September 30, 2023 | 83.89% |
August 31, 2023 | 83.89% |
July 31, 2023 | 83.89% |
June 30, 2023 | 83.89% |
May 31, 2023 | 83.89% |
April 30, 2023 | 83.89% |
March 31, 2023 | 83.89% |
February 28, 2023 | 83.89% |
January 31, 2023 | 83.89% |
December 31, 2022 | 83.89% |
November 30, 2022 | 83.89% |
October 31, 2022 | 83.89% |
September 30, 2022 | 83.89% |
August 31, 2022 | 83.89% |
July 31, 2022 | 83.89% |
June 30, 2022 | 83.89% |
May 31, 2022 | 83.89% |
April 30, 2022 | 83.89% |
Date | Value |
---|---|
March 31, 2022 | 83.89% |
February 28, 2022 | 83.89% |
January 31, 2022 | 83.89% |
December 31, 2021 | 83.89% |
November 30, 2021 | 83.89% |
October 31, 2021 | 83.89% |
September 30, 2021 | 83.89% |
August 31, 2021 | 83.89% |
July 31, 2021 | 83.89% |
June 30, 2021 | 83.89% |
May 31, 2021 | 83.89% |
April 30, 2021 | 83.89% |
March 31, 2021 | 83.89% |
February 28, 2021 | 83.89% |
January 31, 2021 | 83.89% |
December 31, 2020 | 83.89% |
November 30, 2020 | 83.89% |
October 31, 2020 | 83.89% |
September 30, 2020 | 83.89% |
August 31, 2020 | 83.89% |
July 31, 2020 | 83.89% |
June 30, 2020 | 83.89% |
May 31, 2020 | 83.89% |
April 30, 2020 | 83.89% |
March 31, 2020 | 83.89% |
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
76.35%
Minimum
May 2019
83.89%
Maximum
Mar 2020
82.87%
Average
83.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cincinnati Financial Corp | 58.14% |
Safety Insurance Group Inc | 32.78% |
Selective Insurance Group Inc | 48.40% |
United Fire Group Inc | 64.48% |
Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 18.89 |
Beta (5Y) | 0.1415 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.25% |
Historical Sharpe Ratio (5Y) | 0.3638 |
Historical Sortino (5Y) | 0.8349 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |