Federal National Mortgage Association Fannie Mae (FNMA)
2.69
+0.04
(+1.51%)
USD |
OTCM |
Dec 20, 16:00
Federal National Mortgage Association Fannie Mae Max Drawdown (5Y): 91.23% for Nov. 30, 2024
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
| Holistic Asset Finance Group Co Ltd | 97.11% |
| Federal Home Loan Mortgage Corp | 90.70% |
| Capital One Financial Corp | 60.25% |
| Horizon Technology Finance Corp | 60.35% |
| IF Bancorp Inc | 47.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.93 |
| Beta (5Y) | 1.946 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.20% |
| Historical Sharpe Ratio (5Y) | 0.0008 |
| Historical Sortino (5Y) | 0.0017 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.55% |