Flaherty & Crumrine Preferred and Income Securities Fund Incorporated (FFC)
14.26
+0.04
(+0.28%)
USD |
NYSE |
May 02, 16:00
14.27
+0.01
(+0.07%)
Pre-Market: 20:00
FFC Max Drawdown (5Y): 54.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.06% |
March 31, 2024 | 54.06% |
February 29, 2024 | 54.06% |
January 31, 2024 | 54.06% |
December 31, 2023 | 54.06% |
November 30, 2023 | 54.06% |
October 31, 2023 | 54.06% |
September 30, 2023 | 54.06% |
August 31, 2023 | 54.06% |
July 31, 2023 | 54.06% |
June 30, 2023 | 54.06% |
May 31, 2023 | 54.06% |
April 30, 2023 | 54.06% |
March 31, 2023 | 54.06% |
February 28, 2023 | 54.06% |
January 31, 2023 | 54.06% |
December 31, 2022 | 54.06% |
November 30, 2022 | 54.06% |
October 31, 2022 | 54.06% |
September 30, 2022 | 54.06% |
August 31, 2022 | 54.06% |
July 31, 2022 | 54.06% |
June 30, 2022 | 54.06% |
May 31, 2022 | 54.06% |
April 30, 2022 | 54.06% |
Date | Value |
---|---|
March 31, 2022 | 54.06% |
February 28, 2022 | 54.06% |
January 31, 2022 | 54.06% |
December 31, 2021 | 54.06% |
November 30, 2021 | 54.06% |
October 31, 2021 | 54.06% |
September 30, 2021 | 54.06% |
August 31, 2021 | 54.06% |
July 31, 2021 | 54.06% |
June 30, 2021 | 54.06% |
May 31, 2021 | 54.06% |
April 30, 2021 | 54.06% |
March 31, 2021 | 54.06% |
February 28, 2021 | 54.06% |
January 31, 2021 | 54.06% |
December 31, 2020 | 54.06% |
November 30, 2020 | 54.06% |
October 31, 2020 | 54.06% |
September 30, 2020 | 54.06% |
August 31, 2020 | 54.06% |
July 31, 2020 | 54.06% |
June 30, 2020 | 54.06% |
May 31, 2020 | 54.06% |
April 30, 2020 | 54.06% |
March 31, 2020 | 54.06% |
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
19.96%
Minimum
May 2019
54.06%
Maximum
Mar 2020
48.38%
Average
54.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.542 |
Beta (5Y) | 1.706 |
Alpha (vs YCharts Benchmark) (5Y) | 2.542 |
Beta (vs YCharts Benchmark) (5Y) | 1.706 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.10% |
Historical Sharpe Ratio (5Y) | -0.0505 |
Historical Sortino (5Y) | -0.0578 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.20% |