Fund.com Inc (FNDM)
1.10
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Fund.com Max Drawdown (5Y): 80.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 80.48% |
| March 31, 2024 | 80.48% |
| February 29, 2024 | 80.48% |
| January 31, 2024 | 80.48% |
| December 31, 2023 | 80.48% |
| November 30, 2023 | 80.48% |
| October 31, 2023 | 80.48% |
| September 30, 2023 | 80.48% |
| August 31, 2023 | 80.48% |
| July 31, 2023 | 80.48% |
| June 30, 2023 | 80.48% |
| May 31, 2023 | 80.48% |
| April 30, 2023 | 80.48% |
| March 31, 2023 | 80.48% |
| February 28, 2023 | 80.48% |
| January 31, 2023 | 80.48% |
| December 31, 2022 | 80.48% |
| November 30, 2022 | 80.48% |
| October 31, 2022 | 80.48% |
| September 30, 2022 | 80.48% |
| August 31, 2022 | 80.48% |
| July 31, 2022 | 80.48% |
| June 30, 2022 | 80.48% |
| May 31, 2022 | 80.48% |
| April 30, 2022 | 80.48% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.48% |
| February 28, 2022 | 80.48% |
| January 31, 2022 | 80.48% |
| December 31, 2021 | 80.48% |
| November 30, 2021 | 80.48% |
| October 31, 2021 | 80.48% |
| September 30, 2021 | 80.48% |
| August 31, 2021 | 80.48% |
| July 31, 2021 | 83.96% |
| June 30, 2021 | 89.04% |
| May 31, 2021 | 89.04% |
| April 30, 2021 | 89.04% |
| March 31, 2021 | 89.04% |
| February 28, 2021 | 89.04% |
| January 31, 2021 | 89.04% |
| December 31, 2020 | 89.04% |
| November 30, 2020 | 89.04% |
| October 31, 2020 | 89.04% |
| September 30, 2020 | 89.04% |
| August 31, 2020 | 89.33% |
| July 31, 2020 | 92.38% |
| June 30, 2020 | 92.86% |
| May 31, 2020 | 95.60% |
| April 30, 2020 | 96.72% |
| March 31, 2020 | 97.76% |
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
80.48%
Minimum
Aug 2021
99.94%
Maximum
May 2019
86.48%
Average
80.48%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 56.84% |
| Capital Southwest Corp | 61.24% |
| Rand Capital Corp | 56.29% |
| PhenixFIN Corp | 94.46% |
| Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.82 |
| Beta (5Y) | -0.2811 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.45% |
| Historical Sharpe Ratio (5Y) | -0.4701 |
| Historical Sortino (5Y) | -0.6569 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.91% |