Federal National Mortgage Association Fannie Mae (FNMA)
3.11
+0.10
(+3.32%)
USD |
OTCM |
Nov 21, 15:15
Federal National Mortgage Association Fannie Mae Max Drawdown (5Y): 91.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.23% |
| September 30, 2024 | 91.23% |
| August 31, 2024 | 91.23% |
| July 31, 2024 | 91.23% |
| June 30, 2024 | 91.23% |
| May 31, 2024 | 91.23% |
| 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% |
| Date | Value |
|---|---|
| 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 | 84.19% |
| March 31, 2022 | 84.19% |
| February 28, 2022 | 84.19% |
| January 31, 2022 | 84.19% |
| December 31, 2021 | 84.19% |
| November 30, 2021 | 84.19% |
| October 31, 2021 | 84.19% |
| 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% |
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
Nov 2019
91.23%
Maximum
Dec 2022
86.49%
Average
84.53%
Median
Max Drawdown (5Y) Benchmarks
| Holistic Asset Finance Group Co Ltd | 97.11% |
| Coin Citadel | 100.00% |
| Capital One Financial Corp | 60.25% |
| Federal Home Loan Mortgage Corp | 90.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.72 |
| Beta (5Y) | 1.599 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.77% |
| Historical Sharpe Ratio (5Y) | -0.2596 |
| Historical Sortino (5Y) | -0.4456 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.55% |