FD Technologies PLC (FDRVF)
15.60
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
FD Technologies Max Drawdown (5Y): 72.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.98% |
| March 31, 2024 | 72.98% |
| February 29, 2024 | 72.98% |
| January 31, 2024 | 72.98% |
| December 31, 2023 | 72.98% |
| November 30, 2023 | 72.98% |
| October 31, 2023 | 72.98% |
| September 30, 2023 | 72.98% |
| August 31, 2023 | 72.98% |
| July 31, 2023 | 72.98% |
| June 30, 2023 | 72.98% |
| May 31, 2023 | 72.98% |
| April 30, 2023 | 72.98% |
| March 31, 2023 | 72.98% |
| February 28, 2023 | 72.98% |
| January 31, 2023 | 72.98% |
| December 31, 2022 | 71.84% |
| November 30, 2022 | 71.84% |
| October 31, 2022 | 70.56% |
| September 30, 2022 | 70.56% |
| August 31, 2022 | 70.56% |
| July 31, 2022 | 70.56% |
| June 30, 2022 | 70.56% |
| May 31, 2022 | 70.56% |
| April 30, 2022 | 70.56% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.56% |
| February 28, 2022 | 70.56% |
| January 31, 2022 | 66.66% |
| December 31, 2021 | 58.57% |
| November 30, 2021 | 57.32% |
| October 31, 2021 | 57.32% |
| September 30, 2021 | 57.32% |
| August 31, 2021 | 57.32% |
| July 31, 2021 | 57.32% |
| June 30, 2021 | 57.32% |
| May 31, 2021 | 57.32% |
| April 30, 2021 | 57.32% |
| March 31, 2021 | 57.32% |
| February 28, 2021 | 57.32% |
| January 31, 2021 | 57.32% |
| December 31, 2020 | 57.32% |
| November 30, 2020 | 57.32% |
| October 31, 2020 | 57.32% |
| September 30, 2020 | 57.32% |
| August 31, 2020 | 57.32% |
| July 31, 2020 | 57.32% |
| June 30, 2020 | 57.32% |
| May 31, 2020 | 57.32% |
| April 30, 2020 | 57.32% |
| March 31, 2020 | 57.32% |
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
57.32%
Minimum
May 2019
72.98%
Maximum
Jan 2023
64.14%
Average
57.32%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Vivopower International PLC | 99.40% |
| Clarivate PLC | 81.51% |
| Arqit Quantum Inc | -- |
| Gorilla Technology Group Inc | -- |
| ARM Holdings PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.02 |
| Beta (5Y) | 0.5083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.27% |
| Historical Sharpe Ratio (5Y) | -0.401 |
| Historical Sortino (5Y) | -0.6342 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.23% |