Farmer Bros Co (FARM)
2.10
+0.10
(+5.00%)
USD |
NASDAQ |
Nov 21, 16:00
2.11
+0.01
(+0.48%)
After-Hours: 20:00
Farmer Bros Max Drawdown (5Y): 94.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 94.28% |
September 30, 2024 | 94.28% |
August 31, 2024 | 94.28% |
July 31, 2024 | 94.28% |
June 30, 2024 | 94.28% |
May 31, 2024 | 94.28% |
April 30, 2024 | 94.28% |
March 31, 2024 | 94.28% |
February 29, 2024 | 94.28% |
January 31, 2024 | 94.28% |
December 31, 2023 | 94.28% |
November 30, 2023 | 94.28% |
October 31, 2023 | 94.28% |
September 30, 2023 | 94.28% |
August 31, 2023 | 94.28% |
July 31, 2023 | 94.28% |
June 30, 2023 | 94.28% |
May 31, 2023 | 94.28% |
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
94.28%
Maximum
May 2023
89.67%
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% |