Focus Universal Inc (FCUV)
0.255
+0.02
(+6.25%)
USD |
NASDAQ |
Nov 21, 16:00
0.2557
0.00 (0.00%)
After-Hours: 20:00
Focus Universal Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Cognex Corp | 62.68% |
| Mesa Laboratories Inc | 74.40% |
| Sono-Tek Corp | 59.22% |
| Keysight Technologies Inc | 42.62% |
| Qorvo Inc | 64.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.31 |
| Beta (5Y) | -0.2444 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.1% |
| Historical Sharpe Ratio (5Y) | -0.4001 |
| Historical Sortino (5Y) | -0.7331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.69% |