Focus Universal Inc (FCUV)
0.3223
+0.04
(+13.85%)
USD |
NASDAQ |
Apr 26, 16:00
0.2881
-0.03
(-10.61%)
After-Hours: 20:00
Focus Universal Max Drawdown (5Y): 97.35% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 97.35% |
February 29, 2024 | 97.35% |
January 31, 2024 | 89.34% |
December 31, 2023 | 89.34% |
November 30, 2023 | 88.72% |
October 31, 2023 | 88.72% |
September 30, 2023 | 88.72% |
August 31, 2023 | 88.72% |
July 31, 2023 | 88.72% |
June 30, 2023 | 88.72% |
May 31, 2023 | 88.37% |
April 30, 2023 | 87.63% |
March 31, 2023 | 83.67% |
February 28, 2023 | 83.67% |
January 31, 2023 | 83.67% |
December 31, 2022 | 83.67% |
November 30, 2022 | 83.67% |
October 31, 2022 | 83.67% |
September 30, 2022 | 83.67% |
August 31, 2022 | 83.67% |
July 31, 2022 | 87.50% |
June 30, 2022 | 87.50% |
May 31, 2022 | 87.50% |
April 30, 2022 | 87.50% |
March 31, 2022 | 87.50% |
Date | Value |
---|---|
February 28, 2022 | 87.50% |
January 31, 2022 | 87.50% |
December 31, 2021 | 87.50% |
November 30, 2021 | 87.50% |
October 31, 2021 | 87.50% |
September 30, 2021 | 87.50% |
August 31, 2021 | 87.50% |
July 31, 2021 | 87.50% |
June 30, 2021 | 87.50% |
May 31, 2021 | 87.50% |
April 30, 2021 | 87.50% |
March 31, 2021 | 87.50% |
February 28, 2021 | 87.50% |
January 31, 2021 | 87.50% |
December 31, 2020 | 87.50% |
November 30, 2020 | 87.50% |
October 31, 2020 | 87.50% |
September 30, 2020 | 87.50% |
August 31, 2020 | 87.50% |
July 31, 2020 | 87.50% |
June 30, 2020 | 87.50% |
May 31, 2020 | 87.50% |
April 30, 2020 | 87.50% |
March 31, 2020 | 87.50% |
February 29, 2020 | 87.50% |
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
83.67%
Minimum
Aug 2022
97.35%
Maximum
Feb 2024
87.52%
Average
87.50%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Cognex Corp | 62.68% |
Mesa Laboratories Inc | 74.40% |
Sono-Tek Corp | 53.33% |
Keysight Technologies Inc | 42.62% |
Qorvo Inc | 60.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.92 |
Beta (5Y) | -0.3272 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.7% |
Historical Sharpe Ratio (5Y) | -0.3972 |
Historical Sortino (5Y) | -0.702 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.34% |