Focus Universal Inc (FCUV)
0.2399
0.00 (0.00%)
USD |
NASDAQ |
Nov 05, 11:29
Focus Universal Max Drawdown (5Y): 98.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.61% |
| September 30, 2024 | 98.61% |
| August 31, 2024 | 98.61% |
| July 31, 2024 | 98.20% |
| June 30, 2024 | 98.20% |
| May 31, 2024 | 98.20% |
| April 30, 2024 | 98.06% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
98.61%
Maximum
Aug 2024
88.78%
Average
87.50%
Median
Nov 2019
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% |