Federal National Mortgage Association Fannie Mae (FNMA)
1.52
+0.05
(+3.40%)
USD |
OTCM |
May 01, 16:00
Federal National Mortgage Association Fannie Mae Max Drawdown (5Y): 91.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.23% |
| March 31, 2024 | 91.23% |
| February 29, 2024 | 91.23% |
| January 31, 2024 | 91.23% |
| December 31, 2023 | 91.23% |
| November 30, 2023 | 91.23% |
| October 31, 2023 | 91.23% |
| September 30, 2023 | 91.23% |
| August 31, 2023 | 91.23% |
| July 31, 2023 | 91.23% |
| June 30, 2023 | 91.23% |
| May 31, 2023 | 91.23% |
| April 30, 2023 | 91.23% |
| March 31, 2023 | 91.23% |
| February 28, 2023 | 91.23% |
| January 31, 2023 | 91.23% |
| December 31, 2022 | 91.23% |
| November 30, 2022 | 89.42% |
| October 31, 2022 | 89.24% |
| September 30, 2022 | 89.24% |
| August 31, 2022 | 89.24% |
| July 31, 2022 | 89.24% |
| June 30, 2022 | 89.24% |
| May 31, 2022 | 84.86% |
| April 30, 2022 | 83.83% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.83% |
| February 28, 2022 | 83.83% |
| January 31, 2022 | 83.83% |
| December 31, 2021 | 83.83% |
| November 30, 2021 | 83.83% |
| October 31, 2021 | 83.83% |
| September 30, 2021 | 81.79% |
| August 31, 2021 | 81.79% |
| July 31, 2021 | 81.79% |
| June 30, 2021 | 81.79% |
| May 31, 2021 | 81.79% |
| April 30, 2021 | 81.79% |
| March 31, 2021 | 81.79% |
| February 28, 2021 | 81.79% |
| January 31, 2021 | 81.79% |
| December 31, 2020 | 81.79% |
| November 30, 2020 | 81.79% |
| October 31, 2020 | 81.79% |
| September 30, 2020 | 81.79% |
| August 31, 2020 | 81.79% |
| July 31, 2020 | 81.79% |
| June 30, 2020 | 81.79% |
| May 31, 2020 | 81.79% |
| April 30, 2020 | 81.79% |
| March 31, 2020 | 81.79% |
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
81.79%
Minimum
May 2019
91.23%
Maximum
Dec 2022
85.50%
Average
83.83%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Federal Home Loan Mortgage Corp | 90.70% |
| Nate's Food Co | 99.69% |
| Holistic Asset Finance Group Co Ltd | 97.01% |
| Kyto Technology And Life Science Inc | -- |
| Coin Citadel | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.31 |
| Beta (5Y) | 1.376 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.91% |
| Historical Sharpe Ratio (5Y) | -0.1714 |
| Historical Sortino (5Y) | -0.3164 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.44% |