Farmer Bros Co (FARM)
2.04
-0.02
(-0.97%)
USD |
NASDAQ |
Nov 14, 16:00
2.05
+0.01
(+0.49%)
After-Hours: 17:29
Farmer Bros Max Drawdown (5Y): 94.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.05% |
| September 30, 2024 | 94.05% |
| August 31, 2024 | 94.05% |
| July 31, 2024 | 94.05% |
| June 30, 2024 | 94.05% |
| May 31, 2024 | 94.05% |
| April 30, 2024 | 94.05% |
| March 31, 2024 | 94.05% |
| February 29, 2024 | 94.05% |
| January 31, 2024 | 94.05% |
| December 31, 2023 | 94.05% |
| November 30, 2023 | 94.05% |
| October 31, 2023 | 94.05% |
| September 30, 2023 | 94.05% |
| August 31, 2023 | 94.05% |
| July 31, 2023 | 94.05% |
| June 30, 2023 | 94.05% |
| May 31, 2023 | 94.05% |
| April 30, 2023 | 90.90% |
| March 31, 2023 | 90.62% |
| February 28, 2023 | 90.62% |
| January 31, 2023 | 90.62% |
| December 31, 2022 | 90.62% |
| November 30, 2022 | 90.62% |
| October 31, 2022 | 90.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.62% |
| August 31, 2022 | 90.62% |
| July 31, 2022 | 90.62% |
| June 30, 2022 | 90.62% |
| May 31, 2022 | 90.62% |
| April 30, 2022 | 90.62% |
| March 31, 2022 | 90.62% |
| February 28, 2022 | 90.62% |
| January 31, 2022 | 90.62% |
| December 31, 2021 | 90.62% |
| November 30, 2021 | 90.62% |
| October 31, 2021 | 90.62% |
| September 30, 2021 | 90.62% |
| August 31, 2021 | 90.62% |
| July 31, 2021 | 90.62% |
| June 30, 2021 | 90.62% |
| May 31, 2021 | 90.62% |
| April 30, 2021 | 90.62% |
| March 31, 2021 | 90.62% |
| February 28, 2021 | 90.62% |
| January 31, 2021 | 90.62% |
| December 31, 2020 | 90.62% |
| November 30, 2020 | 90.62% |
| October 31, 2020 | 90.62% |
| September 30, 2020 | 88.19% |
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
69.68%
Minimum
Nov 2019
94.05%
Maximum
May 2023
89.61%
Average
90.62%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Coffee Holding Co Inc | 90.85% |
| Spectrum Brands Holdings Inc | 79.43% |
| BRC Inc | -- |
| Westrock Coffee Co | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.38 |
| Beta (5Y) | 1.775 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.54% |
| Historical Sharpe Ratio (5Y) | -0.5342 |
| Historical Sortino (5Y) | -0.9607 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |