Federal Home Loan Mortgage Corp (FMCC)

2.66 +0.04 (+1.53%) USD  |  OTCM  |  Dec 20, 16:00
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Federal Home Loan Mortgage Max Drawdown (5Y): 90.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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AVVAA World Health Care Products Inc 99.08%
Mag Mile Capital Inc 99.48%
Federal National Mortgage Association Fannie Mae 91.23%
Horizon Technology Finance Corp 60.35%
IF Bancorp Inc 47.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -26.13
Beta (5Y) 2.080
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 82.47%
Historical Sharpe Ratio (5Y) 0.0201
Historical Sortino (5Y) 0.0405
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.25%