FutureFuel Corp (FF)
4.04
-0.11
(-2.65%)
USD |
NYSE |
Apr 03, 15:46
FutureFuel Max Drawdown (5Y): 59.75% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Balchem Corp | 33.89% |
| Friedman Industries Inc | 61.58% |
| Innospec Inc | 40.98% |
| Solitario Resources Corp | 78.09% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.03 |
| Beta (5Y) | 0.8125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.16% |
| Historical Sharpe Ratio (5Y) | -0.0875 |
| Historical Sortino (5Y) | -0.169 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.82% |