FirstRand Ltd. (FANDY)
54.29
+2.01
(+3.84%)
USD |
OTCM |
Oct 15, 16:00
FirstRand Max Drawdown (5Y) : 41.94% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 41.94% |
| August 31, 2026 | 41.94% |
| July 31, 2026 | 41.94% |
| June 30, 2026 | 41.94% |
| May 31, 2026 | 41.94% |
| April 30, 2026 | 41.94% |
| March 31, 2026 | 43.32% |
| February 28, 2026 | 43.74% |
| January 31, 2026 | 43.74% |
| December 31, 2025 | 43.74% |
| November 30, 2025 | 48.32% |
| October 31, 2025 | 58.42% |
| September 30, 2025 | 61.42% |
| August 31, 2025 | 63.47% |
| July 31, 2025 | 63.47% |
| June 30, 2025 | 63.49% |
| May 31, 2025 | 63.49% |
| April 30, 2025 | 68.07% |
| March 31, 2025 | 68.07% |
| February 28, 2025 | 68.07% |
| January 31, 2025 | 68.07% |
| December 31, 2024 | 68.07% |
| November 30, 2024 | 68.07% |
| October 31, 2024 | 68.07% |
| September 30, 2024 | 68.07% |
| Date | Value |
|---|---|
| August 31, 2024 | 68.07% |
| July 31, 2024 | 68.07% |
| June 30, 2024 | 68.07% |
| May 31, 2024 | 68.07% |
| April 30, 2024 | 68.07% |
| March 31, 2024 | 68.07% |
| February 29, 2024 | 68.07% |
| January 31, 2024 | 68.07% |
| December 31, 2023 | 68.07% |
| November 30, 2023 | 68.07% |
| October 31, 2023 | 68.07% |
| September 30, 2023 | 68.07% |
| August 31, 2023 | 68.07% |
| July 31, 2023 | 68.07% |
| June 30, 2023 | 68.07% |
| May 31, 2023 | 68.07% |
| April 30, 2023 | 68.07% |
| March 31, 2023 | 68.07% |
| February 28, 2023 | 68.07% |
| January 31, 2023 | 68.07% |
| December 31, 2022 | 68.07% |
| November 30, 2022 | 68.07% |
| October 31, 2022 | 68.07% |
| September 30, 2022 | 68.07% |
| August 31, 2022 | 68.07% |
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. | 36.28% |
| Türkiye Sinai Kalkinma Bankasi AS | 81.17% |
| Greystone Housing Impact Investors LP | 64.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4879 |
| Beta (5Y) | 0.8883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.45% |
| Historical Sharpe Ratio (5Y) | 0.2671 |
| Historical Sortino (5Y) | 0.5307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.17% |