Farmer Bros Co (FARM)
3.14
+0.04
(+1.29%)
USD |
NASDAQ |
May 01, 16:00
3.14
0.00 (0.00%)
After-Hours: 18:36
Farmer Bros Max Drawdown (5Y): 94.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 86.97% |
July 31, 2020 | 86.54% |
June 30, 2020 | 83.38% |
May 31, 2020 | 83.38% |
April 30, 2020 | 83.38% |
March 31, 2020 | 83.38% |
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
53.08%
Minimum
May 2019
94.05%
Maximum
May 2023
86.47%
Average
90.62%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
BRC Inc | -- |
Westrock Coffee Co | -- |
Acme United Corp | 52.48% |
Coffee Holding Co Inc | 90.85% |
Spectrum Brands Holdings Inc | 79.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -53.00 |
Beta (5Y) | 1.770 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.76% |
Historical Sharpe Ratio (5Y) | -0.5139 |
Historical Sortino (5Y) | -0.9197 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.91% |