Federal National Mortgage Association (FNMA)
11.70
-0.25
(-2.09%)
USD |
OTCM |
Dec 10, 16:01
Federal National Mortgage Association Max Drawdown (5Y): 91.23% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Freddie Mac | 90.70% |
| Circle Internet Group, Inc. | -- |
| Gemini Space Station, Inc. | -- |
| Credit Acceptance Corp. | 45.68% |
| Consumer Portfolio Services, Inc. | 69.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.887 |
| Beta (5Y) | 1.711 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.03% |
| Historical Sharpe Ratio (5Y) | 0.2512 |
| Historical Sortino (5Y) | 0.7813 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.63% |