Fraser & Neave Ltd. (FNEVY)
4.528
0.00 (0.00%)
USD |
OTCM |
Aug 25, 16:00
Fraser & Neave Max Drawdown (5Y) : 45.51% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 45.51% |
| June 30, 2026 | 45.51% |
| May 31, 2026 | 45.51% |
| April 30, 2026 | 45.51% |
| March 31, 2026 | 45.51% |
| February 28, 2026 | 45.51% |
| January 31, 2026 | 45.51% |
| December 31, 2025 | 45.51% |
| November 30, 2025 | 45.51% |
| October 31, 2025 | 45.51% |
| September 30, 2025 | 45.51% |
| August 31, 2025 | 45.82% |
| July 31, 2025 | 50.09% |
| June 30, 2025 | 50.09% |
| May 31, 2025 | 50.09% |
| April 30, 2025 | 50.09% |
| March 31, 2025 | 57.26% |
| February 28, 2025 | 57.26% |
| January 31, 2025 | 57.26% |
| December 31, 2024 | 57.26% |
| November 30, 2024 | 57.26% |
| October 31, 2024 | 57.26% |
| September 30, 2024 | 57.26% |
| August 31, 2024 | 57.26% |
| July 31, 2024 | 57.26% |
| Date | Value |
|---|---|
| June 30, 2024 | 57.26% |
| May 31, 2024 | 57.26% |
| April 30, 2024 | 57.26% |
| March 31, 2024 | 57.26% |
| February 29, 2024 | 57.26% |
| January 31, 2024 | 57.26% |
| December 31, 2023 | 57.26% |
| November 30, 2023 | 57.26% |
| October 31, 2023 | 57.26% |
| September 30, 2023 | 57.26% |
| August 31, 2023 | 57.26% |
| July 31, 2023 | 57.26% |
| June 30, 2023 | 57.26% |
| May 31, 2023 | 57.26% |
| April 30, 2023 | 57.26% |
| March 31, 2023 | 57.26% |
| February 28, 2023 | 57.26% |
| January 31, 2023 | 57.26% |
| December 31, 2022 | 57.26% |
| November 30, 2022 | 57.26% |
| October 31, 2022 | 57.26% |
| September 30, 2022 | 57.26% |
| August 31, 2022 | 57.26% |
| July 31, 2022 | 57.26% |
| June 30, 2022 | 57.26% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Lifeway Foods, Inc. | 72.01% |
| Want Want China Holdings Ltd. | 40.15% |
| Wilmar International Ltd. | 38.58% |
| China Mengniu Dairy Co., Ltd. | 75.45% |
| Golden Agri-Resources Ltd. | 47.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.735 |
| Beta (5Y) | 0.1997 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.32% |
| Historical Sharpe Ratio (5Y) | -0.1891 |
| Historical Sortino (5Y) | -0.2932 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.04% |