Falken Industries Ltd (FLKI)
0.0001
0.00 (0.00%)
USD |
OTCM |
Jun 24, 16:00
Falken Industries Max Drawdown (5Y): 99.99% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 99.99% |
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 99.99% |
| October 31, 2023 | 99.99% |
| September 30, 2023 | 99.99% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 99.99% |
| May 31, 2023 | 99.99% |
| April 30, 2023 | 99.99% |
| March 31, 2023 | 99.99% |
| February 28, 2023 | 99.99% |
| January 31, 2023 | 99.99% |
| December 31, 2022 | 99.99% |
| November 30, 2022 | 99.99% |
| October 31, 2022 | 99.99% |
| September 30, 2022 | 99.99% |
| August 31, 2022 | 99.99% |
| July 31, 2022 | 98.65% |
| June 30, 2022 | 98.65% |
| May 31, 2022 | 98.65% |
| Date | Value |
|---|---|
| April 30, 2022 | 98.65% |
| March 31, 2022 | 98.65% |
| February 28, 2022 | 98.65% |
| January 31, 2022 | 98.65% |
| December 31, 2021 | 92.51% |
| November 30, 2021 | 93.17% |
| October 31, 2021 | 93.24% |
| September 30, 2021 | 93.24% |
| August 31, 2021 | 94.42% |
| July 31, 2021 | 94.42% |
| June 30, 2021 | 94.42% |
| May 31, 2021 | 94.42% |
| April 30, 2021 | 94.42% |
| March 31, 2021 | 94.42% |
| February 28, 2021 | 94.42% |
| January 31, 2021 | 94.42% |
| December 31, 2020 | 94.42% |
| November 30, 2020 | 94.42% |
| October 31, 2020 | 94.42% |
| September 30, 2020 | 94.42% |
| August 31, 2020 | 94.42% |
| July 31, 2020 | 94.95% |
| June 30, 2020 | 94.95% |
| May 31, 2020 | 94.95% |
| April 30, 2020 | 94.95% |
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
92.51%
Minimum
Dec 2021
99.99%
Maximum
Aug 2022
96.99%
Average
94.97%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Balchem Corp | 33.89% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 93.85 |
| Beta (5Y) | -10.29 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.03K% |
| Historical Sharpe Ratio (5Y) | -0.0232 |
| Historical Sortino (5Y) | -0.6478 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.14% |