FFW Corp (FFWC)
34.90
-0.10
(-0.29%)
USD |
OTCM |
Jun 28, 16:00
FFW Max Drawdown (5Y): 31.86% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 31.86% |
April 30, 2024 | 31.86% |
March 31, 2024 | 31.86% |
February 29, 2024 | 31.86% |
January 31, 2024 | 31.86% |
December 31, 2023 | 31.86% |
November 30, 2023 | 31.86% |
October 31, 2023 | 23.73% |
September 30, 2023 | 23.73% |
August 31, 2023 | 23.73% |
July 31, 2023 | 23.73% |
June 30, 2023 | 23.73% |
May 31, 2023 | 23.73% |
April 30, 2023 | 23.73% |
March 31, 2023 | 23.73% |
February 28, 2023 | 23.73% |
January 31, 2023 | 23.73% |
December 31, 2022 | 23.73% |
November 30, 2022 | 23.73% |
October 31, 2022 | 23.73% |
September 30, 2022 | 23.73% |
August 31, 2022 | 23.73% |
July 31, 2022 | 23.73% |
June 30, 2022 | 23.73% |
May 31, 2022 | 23.73% |
Date | Value |
---|---|
April 30, 2022 | 23.73% |
March 31, 2022 | 23.73% |
February 28, 2022 | 23.73% |
January 31, 2022 | 23.73% |
December 31, 2021 | 23.73% |
November 30, 2021 | 23.73% |
October 31, 2021 | 23.73% |
September 30, 2021 | 23.73% |
August 31, 2021 | 23.73% |
July 31, 2021 | 23.73% |
June 30, 2021 | 23.73% |
May 31, 2021 | 23.73% |
April 30, 2021 | 23.73% |
March 31, 2021 | 23.73% |
February 28, 2021 | 23.73% |
January 31, 2021 | 23.73% |
December 31, 2020 | 23.73% |
November 30, 2020 | 23.73% |
October 31, 2020 | 23.73% |
September 30, 2020 | 23.73% |
August 31, 2020 | 23.73% |
July 31, 2020 | 23.73% |
June 30, 2020 | 23.73% |
May 31, 2020 | 23.73% |
April 30, 2020 | 22.15% |
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
22.15%
Minimum
Jun 2019
31.86%
Maximum
Nov 2023
24.39%
Average
23.73%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 86.13% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.959 |
Beta (5Y) | 0.0631 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.13% |
Historical Sharpe Ratio (5Y) | -0.1384 |
Historical Sortino (5Y) | -0.208 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.78% |