Financial Gravity Companies Inc (FGCO)
0.29
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Financial Gravity Max Drawdown (5Y): 98.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 100.0% |
June 30, 2020 | 100.0% |
May 31, 2020 | 100.0% |
April 30, 2020 | 100.0% |
March 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
May 2019
99.91%
Average
100.0%
Median
May 2019
Max Drawdown (5Y) Benchmarks
LendingTree Inc | 97.59% |
LendingClub Corp | 94.10% |
180 Degree Capital Corp | 61.45% |
ArrowMark Financial Corp | 56.17% |
Northern Trust Corp | 50.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.09 |
Beta (5Y) | -1.424 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 191.4% |
Historical Sharpe Ratio (5Y) | 0.0482 |
Historical Sortino (5Y) | 0.1394 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.45% |