FalconStor Software Inc (FALC)
1.728
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
FalconStor Software Max Drawdown (5Y): 99.22% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.22% |
| August 31, 2024 | 99.22% |
| July 31, 2024 | 99.22% |
| June 30, 2024 | 99.22% |
| May 31, 2024 | 99.22% |
| April 30, 2024 | 99.22% |
| March 31, 2024 | 99.22% |
| February 29, 2024 | 99.22% |
| January 31, 2024 | 99.22% |
| December 31, 2023 | 99.22% |
| November 30, 2023 | 99.22% |
| October 31, 2023 | 99.22% |
| September 30, 2023 | 99.22% |
| August 31, 2023 | 99.22% |
| July 31, 2023 | 99.22% |
| June 30, 2023 | 99.22% |
| May 31, 2023 | 99.22% |
| April 30, 2023 | 99.22% |
| March 31, 2023 | 99.22% |
| February 28, 2023 | 99.22% |
| January 31, 2023 | 99.22% |
| December 31, 2022 | 99.22% |
| November 30, 2022 | 99.22% |
| October 31, 2022 | 99.22% |
| September 30, 2022 | 99.22% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.22% |
| July 31, 2022 | 99.22% |
| June 30, 2022 | 99.22% |
| May 31, 2022 | 99.22% |
| April 30, 2022 | 98.97% |
| March 31, 2022 | 98.97% |
| February 28, 2022 | 98.97% |
| January 31, 2022 | 98.97% |
| December 31, 2021 | 98.97% |
| November 30, 2021 | 98.97% |
| October 31, 2021 | 98.97% |
| September 30, 2021 | 98.97% |
| August 31, 2021 | 98.97% |
| July 31, 2021 | 98.97% |
| June 30, 2021 | 98.97% |
| May 31, 2021 | 98.97% |
| April 30, 2021 | 98.97% |
| March 31, 2021 | 98.97% |
| February 28, 2021 | 98.97% |
| January 31, 2021 | 98.97% |
| December 31, 2020 | 98.97% |
| November 30, 2020 | 98.97% |
| October 31, 2020 | 98.97% |
| September 30, 2020 | 98.93% |
| August 31, 2020 | 98.93% |
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
98.60%
Minimum
Nov 2019
99.22%
Maximum
May 2022
99.08%
Average
98.97%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Automatic Data Processing Inc | 39.40% |
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.59 |
| Beta (5Y) | 2.168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 132.7% |
| Historical Sharpe Ratio (5Y) | -0.2106 |
| Historical Sortino (5Y) | -0.6074 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.83% |