Fundamental Global Inc (FGF)
18.42
-0.69
(-3.60%)
USD |
NASDAQ |
Mar 28, 16:00
18.41
-0.02
(-0.08%)
After-Hours: 20:00
Fundamental Global Max Drawdown (5Y): 93.88% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Erie Indemnity Co | 49.12% |
| Trupanion Inc | 87.34% |
| Root Inc | -- |
| Enact Holdings Inc | -- |
| Skyward Specialty Insurance Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.71 |
| Beta (5Y) | 0.7883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.00% |
| Historical Sharpe Ratio (5Y) | -0.5218 |
| Historical Sortino (5Y) | -0.9182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.01% |