Federal Home Loan Mortgage Corp (FMCC)
3.10
+0.18
(+6.16%)
USD |
OTCM |
Nov 21, 15:59
Federal Home Loan Mortgage Max Drawdown (5Y): 90.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.70% |
| September 30, 2024 | 90.70% |
| August 31, 2024 | 90.70% |
| July 31, 2024 | 90.70% |
| June 30, 2024 | 90.70% |
| May 31, 2024 | 90.70% |
| April 30, 2024 | 90.70% |
| March 31, 2024 | 90.70% |
| February 29, 2024 | 90.70% |
| January 31, 2024 | 90.70% |
| December 31, 2023 | 90.70% |
| November 30, 2023 | 90.70% |
| October 31, 2023 | 90.70% |
| September 30, 2023 | 90.70% |
| August 31, 2023 | 90.70% |
| July 31, 2023 | 90.70% |
| June 30, 2023 | 90.70% |
| May 31, 2023 | 90.70% |
| April 30, 2023 | 90.70% |
| March 31, 2023 | 90.70% |
| February 28, 2023 | 90.70% |
| January 31, 2023 | 90.70% |
| December 31, 2022 | 90.70% |
| November 30, 2022 | 88.98% |
| October 31, 2022 | 88.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.98% |
| August 31, 2022 | 88.98% |
| July 31, 2022 | 88.98% |
| June 30, 2022 | 88.94% |
| May 31, 2022 | 83.89% |
| April 30, 2022 | 83.89% |
| March 31, 2022 | 83.89% |
| February 28, 2022 | 83.89% |
| January 31, 2022 | 83.89% |
| December 31, 2021 | 83.89% |
| November 30, 2021 | 83.89% |
| October 31, 2021 | 83.89% |
| September 30, 2021 | 81.70% |
| August 31, 2021 | 80.80% |
| July 31, 2021 | 80.80% |
| June 30, 2021 | 80.80% |
| May 31, 2021 | 80.80% |
| April 30, 2021 | 80.80% |
| March 31, 2021 | 80.80% |
| February 28, 2021 | 80.80% |
| January 31, 2021 | 80.80% |
| December 31, 2020 | 80.80% |
| November 30, 2020 | 80.80% |
| October 31, 2020 | 80.80% |
| September 30, 2020 | 80.80% |
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
80.80%
Minimum
Nov 2019
90.70%
Maximum
Dec 2022
85.84%
Average
83.89%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| AVVAA World Health Care Products Inc | 99.08% |
| Mag Mile Capital Inc | 98.48% |
| 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) | -39.02 |
| Beta (5Y) | 1.690 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.87% |
| Historical Sharpe Ratio (5Y) | -0.2652 |
| Historical Sortino (5Y) | -0.4214 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.25% |