Fernhill Corp (FERN)
0.0010
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Fernhill Max Drawdown (5Y): 98.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.59% |
| August 31, 2024 | 98.42% |
| July 31, 2024 | 98.24% |
| June 30, 2024 | 98.24% |
| May 31, 2024 | 98.24% |
| April 30, 2024 | 98.24% |
| March 31, 2024 | 97.71% |
| February 29, 2024 | 97.62% |
| January 31, 2024 | 97.62% |
| December 31, 2023 | 97.62% |
| November 30, 2023 | 97.62% |
| October 31, 2023 | 97.62% |
| September 30, 2023 | 97.62% |
| August 31, 2023 | 97.62% |
| July 31, 2023 | 97.62% |
| June 30, 2023 | 97.62% |
| May 31, 2023 | 97.62% |
| April 30, 2023 | 97.62% |
| March 31, 2023 | 97.62% |
| February 28, 2023 | 97.62% |
| January 31, 2023 | 97.62% |
| December 31, 2022 | 97.62% |
| November 30, 2022 | 97.62% |
| October 31, 2022 | 97.62% |
| September 30, 2022 | 97.62% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.62% |
| July 31, 2022 | 97.62% |
| June 30, 2022 | 98.25% |
| May 31, 2022 | 98.25% |
| April 30, 2022 | 99.70% |
| March 31, 2022 | 99.72% |
| February 28, 2022 | 99.91% |
| January 31, 2022 | 99.91% |
| December 31, 2021 | 99.94% |
| November 30, 2021 | 99.96% |
| October 31, 2021 | 99.96% |
| September 30, 2021 | 99.96% |
| August 31, 2021 | 99.96% |
| July 31, 2021 | 99.96% |
| June 30, 2021 | 99.96% |
| May 31, 2021 | 99.98% |
| April 30, 2021 | 99.98% |
| March 31, 2021 | 99.98% |
| February 28, 2021 | 99.98% |
| January 31, 2021 | 99.98% |
| December 31, 2020 | 99.98% |
| November 30, 2020 | 99.98% |
| October 31, 2020 | 99.98% |
| September 30, 2020 | 99.98% |
| August 31, 2020 | 99.98% |
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
97.62%
Minimum
Jul 2022
100.00%
Maximum
Nov 2019
98.90%
Average
99.70%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Automatic Data Processing Inc | 39.40% |
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.365 |
| Beta (5Y) | 1.164 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 222.8% |
| Historical Sharpe Ratio (5Y) | 0.0339 |
| Historical Sortino (5Y) | 0.141 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.48% |