Financial Gravity Companies Inc (FGCO)
0.30
0.00 (0.00%)
USD |
OTCM |
Nov 14, 16:00
Financial Gravity Max Drawdown (5Y): 98.76% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.76% |
| August 31, 2024 | 98.76% |
| July 31, 2024 | 98.76% |
| June 30, 2024 | 98.76% |
| May 31, 2024 | 98.76% |
| April 30, 2024 | 98.76% |
| March 31, 2024 | 98.76% |
| February 29, 2024 | 99.00% |
| January 31, 2024 | 99.18% |
| December 31, 2023 | 99.32% |
| November 30, 2023 | 99.88% |
| October 31, 2023 | 99.92% |
| September 30, 2023 | 99.93% |
| August 31, 2023 | 99.97% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 99.99% |
| May 31, 2023 | 100.00% |
| April 30, 2023 | 100.00% |
| March 31, 2023 | 100.00% |
| February 28, 2023 | 100.00% |
| January 31, 2023 | 100.00% |
| December 31, 2022 | 100.00% |
| November 30, 2022 | 100.00% |
| October 31, 2022 | 100.00% |
| September 30, 2022 | 100.0% |
| Date | Value |
|---|---|
| August 31, 2022 | 100.0% |
| July 31, 2022 | 100.0% |
| June 30, 2022 | 100.0% |
| May 31, 2022 | 100.0% |
| April 30, 2022 | 100.0% |
| March 31, 2022 | 100.0% |
| February 28, 2022 | 100.0% |
| January 31, 2022 | 100.0% |
| December 31, 2021 | 100.0% |
| November 30, 2021 | 100.0% |
| October 31, 2021 | 100.0% |
| September 30, 2021 | 100.0% |
| August 31, 2021 | 100.0% |
| July 31, 2021 | 100.0% |
| June 30, 2021 | 100.0% |
| May 31, 2021 | 100.0% |
| April 30, 2021 | 100.0% |
| March 31, 2021 | 100.0% |
| February 28, 2021 | 100.0% |
| January 31, 2021 | 100.0% |
| December 31, 2020 | 100.0% |
| November 30, 2020 | 100.0% |
| October 31, 2020 | 100.0% |
| September 30, 2020 | 100.0% |
| August 31, 2020 | 100.0% |
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
98.76%
Minimum
Mar 2024
100.0%
Maximum
Nov 2019
99.81%
Average
100.0%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| LendingTree Inc | 97.59% |
| 180 Degree Capital Corp | 61.51% |
| ArrowMark Financial Corp | 56.17% |
| Northern Trust Corp | 50.00% |
| Chicago Atlantic BDC Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.698 |
| Beta (5Y) | -0.9939 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 194.1% |
| Historical Sharpe Ratio (5Y) | -0.089 |
| Historical Sortino (5Y) | -0.263 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.45% |