Fundamental Global Inc (FGF)
31.00
+0.19
(+0.62%)
USD |
NASDAQ |
Nov 21, 16:00
29.34
-1.66
(-5.35%)
After-Hours: 20:00
Fundamental Global Max Drawdown (5Y): 91.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.26% |
| September 30, 2024 | 91.26% |
| August 31, 2024 | 91.07% |
| July 31, 2024 | 91.02% |
| June 30, 2024 | 90.85% |
| May 31, 2024 | 89.17% |
| April 30, 2024 | 88.05% |
| March 31, 2024 | 88.05% |
| February 29, 2024 | 88.05% |
| January 31, 2024 | 88.05% |
| December 31, 2023 | 88.05% |
| November 30, 2023 | 88.05% |
| October 31, 2023 | 87.66% |
| September 30, 2023 | 87.66% |
| August 31, 2023 | 87.66% |
| July 31, 2023 | 86.66% |
| June 30, 2023 | 86.46% |
| May 31, 2023 | 86.46% |
| April 30, 2023 | 86.46% |
| March 31, 2023 | 86.46% |
| February 28, 2023 | 86.46% |
| January 31, 2023 | 86.46% |
| December 31, 2022 | 86.46% |
| November 30, 2022 | 86.46% |
| October 31, 2022 | 86.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.46% |
| August 31, 2022 | 85.96% |
| July 31, 2022 | 85.36% |
| June 30, 2022 | 85.36% |
| May 31, 2022 | 74.32% |
| April 30, 2022 | 72.71% |
| March 31, 2022 | 72.71% |
| February 28, 2022 | 70.71% |
| January 31, 2022 | 70.71% |
| December 31, 2021 | 67.40% |
| November 30, 2021 | 64.89% |
| October 31, 2021 | 64.88% |
| September 30, 2021 | 64.88% |
| August 31, 2021 | 64.88% |
| July 31, 2021 | 64.88% |
| June 30, 2021 | 64.88% |
| May 31, 2021 | 64.88% |
| April 30, 2021 | 64.88% |
| March 31, 2021 | 64.88% |
| February 28, 2021 | 64.88% |
| January 31, 2021 | 64.88% |
| December 31, 2020 | 64.88% |
| November 30, 2020 | 64.88% |
| October 31, 2020 | 64.17% |
| September 30, 2020 | 60.82% |
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
60.82%
Minimum
Nov 2019
91.26%
Maximum
Sep 2024
75.82%
Average
73.52%
Median
Max Drawdown (5Y) Benchmarks
| Erie Indemnity Co | 49.12% |
| Assurant Inc | 44.64% |
| Root Inc | -- |
| Enact Holdings Inc | -- |
| Skyward Specialty Insurance Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.45 |
| Beta (5Y) | 0.5542 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.03% |
| Historical Sharpe Ratio (5Y) | -0.4794 |
| Historical Sortino (5Y) | -0.8043 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.32% |