FDM Group (Holdings) Plc (FDDMF)
1.43
0.00 (0.00%)
USD |
OTCM |
Jun 09, 16:00
FDM Group Max Drawdown (5Y) : 87.21% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 87.21% |
| April 30, 2026 | 87.21% |
| March 31, 2026 | 86.12% |
| February 28, 2026 | 86.12% |
| January 31, 2026 | 86.12% |
| December 31, 2025 | 86.12% |
| November 30, 2025 | 86.12% |
| October 31, 2025 | 86.12% |
| September 30, 2025 | 86.12% |
| August 31, 2025 | 86.12% |
| July 31, 2025 | 86.12% |
| June 30, 2025 | 78.40% |
| May 31, 2025 | 78.40% |
| April 30, 2025 | 78.40% |
| March 31, 2025 | 78.40% |
| February 28, 2025 | 78.40% |
| January 31, 2025 | 62.10% |
| December 31, 2024 | 62.10% |
| November 30, 2024 | 62.10% |
| October 31, 2024 | 60.29% |
| September 30, 2024 | 60.29% |
| August 31, 2024 | 60.29% |
| July 31, 2024 | 60.29% |
| June 30, 2024 | 9.09% |
| May 31, 2024 | 9.09% |
| Date | Value |
|---|---|
| April 30, 2024 | 9.09% |
| March 31, 2024 | 9.09% |
| February 29, 2024 | 9.09% |
| January 31, 2024 | 9.09% |
| December 31, 2023 | 9.09% |
| November 30, 2023 | 9.09% |
| October 31, 2023 | 9.09% |
| September 30, 2023 | 9.09% |
| August 31, 2023 | 9.09% |
| July 31, 2023 | 9.09% |
| June 30, 2023 | 9.09% |
| May 31, 2023 | 9.09% |
| April 30, 2023 | 9.09% |
| March 31, 2023 | 9.09% |
| February 28, 2023 | 9.09% |
| January 31, 2023 | 9.09% |
| December 31, 2022 | 9.09% |
| November 30, 2022 | 9.09% |
| October 31, 2022 | 9.09% |
| September 30, 2022 | 9.09% |
| August 31, 2022 | 9.09% |
| July 31, 2022 | 9.09% |
| June 30, 2022 | 9.09% |
| May 31, 2022 | 9.09% |
| April 30, 2022 | 0.23% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Kainos Group Plc | 69.84% |
| Endava Plc | 98.11% |
| Computacenter Plc | -- |
| NCC Group Plc | 76.89% |
| The Smarter Web Co. Plc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.16 |
| Beta (5Y) | 0.0190 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.68% |
| Historical Sharpe Ratio (5Y) | -0.8661 |
| Historical Sortino (5Y) | -0.8463 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.09% |