FirstRand Ltd. (FANDF)
5.60
-0.23
(-3.95%)
USD |
OTCM |
Jun 09, 16:00
FirstRand Max Drawdown (5Y) : 28.42% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 28.42% |
| April 30, 2026 | 28.42% |
| March 31, 2026 | 28.42% |
| February 28, 2026 | 28.42% |
| January 31, 2026 | 50.20% |
| December 31, 2025 | 50.20% |
| November 30, 2025 | 50.20% |
| October 31, 2025 | 50.20% |
| September 30, 2025 | 51.51% |
| August 31, 2025 | 51.51% |
| July 31, 2025 | 52.38% |
| June 30, 2025 | 52.38% |
| May 31, 2025 | 59.77% |
| April 30, 2025 | 59.77% |
| March 31, 2025 | 59.77% |
| February 28, 2025 | 59.77% |
| January 31, 2025 | 59.77% |
| December 31, 2024 | 59.77% |
| November 30, 2024 | 59.77% |
| October 31, 2024 | 59.77% |
| September 30, 2024 | 59.77% |
| August 31, 2024 | 59.77% |
| July 31, 2024 | 59.77% |
| June 30, 2024 | 59.77% |
| May 31, 2024 | 59.77% |
| Date | Value |
|---|---|
| April 30, 2024 | 59.77% |
| March 31, 2024 | 59.77% |
| February 29, 2024 | 59.77% |
| January 31, 2024 | 59.77% |
| December 31, 2023 | 59.77% |
| November 30, 2023 | 59.77% |
| October 31, 2023 | 59.77% |
| September 30, 2023 | 59.77% |
| August 31, 2023 | 59.77% |
| July 31, 2023 | 59.77% |
| June 30, 2023 | 59.77% |
| May 31, 2023 | 59.77% |
| April 30, 2023 | 59.77% |
| March 31, 2023 | 59.77% |
| February 28, 2023 | 59.77% |
| January 31, 2023 | 59.77% |
| December 31, 2022 | 59.77% |
| November 30, 2022 | 59.77% |
| October 31, 2022 | 59.77% |
| September 30, 2022 | 59.77% |
| August 31, 2022 | 59.77% |
| July 31, 2022 | 59.77% |
| June 30, 2022 | 59.77% |
| May 31, 2022 | 59.77% |
| April 30, 2022 | 59.77% |
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
| Lesaka Technologies, Inc. | 75.85% |
| Standard Bank Group Ltd. | 53.37% |
| Investec Ltd. | 54.35% |
| Türkiye Sinai Kalkinma Bankasi AS | 81.17% |
| Epic Corp. | 100.0% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.684 |
| Beta (5Y) | 0.6744 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.06% |
| Historical Sharpe Ratio (5Y) | 0.353 |
| Historical Sortino (5Y) | 0.6444 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.80% |