Ford Otomotiv Sanayi AS (FOVSY)
146.02
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Ford Otomotiv Sanayi Max Drawdown (5Y): 46.54% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 46.54% |
August 31, 2024 | 46.54% |
July 31, 2024 | 46.54% |
June 30, 2024 | 46.54% |
May 31, 2024 | 46.54% |
April 30, 2024 | 46.54% |
March 31, 2024 | 46.54% |
February 29, 2024 | 46.54% |
January 31, 2024 | 46.54% |
December 31, 2023 | 46.84% |
November 30, 2023 | 46.84% |
October 31, 2023 | 46.84% |
September 30, 2023 | 46.84% |
August 31, 2023 | 46.84% |
July 31, 2023 | 46.84% |
June 30, 2023 | 46.84% |
May 31, 2023 | 47.65% |
April 30, 2023 | 47.65% |
March 31, 2023 | 47.65% |
February 28, 2023 | 47.65% |
January 31, 2023 | 47.65% |
December 31, 2022 | 47.65% |
November 30, 2022 | 47.65% |
October 31, 2022 | 47.65% |
September 30, 2022 | 47.65% |
Date | Value |
---|---|
August 31, 2022 | 47.65% |
July 31, 2022 | 47.65% |
June 30, 2022 | 47.65% |
May 31, 2022 | 47.65% |
April 30, 2022 | 47.65% |
March 31, 2022 | 47.65% |
February 28, 2022 | 47.65% |
January 31, 2022 | 47.65% |
December 31, 2021 | 47.65% |
November 30, 2021 | 47.65% |
October 31, 2021 | 47.65% |
September 30, 2021 | 47.65% |
August 31, 2021 | 47.65% |
July 31, 2021 | 47.65% |
June 30, 2021 | 47.65% |
May 31, 2021 | 47.65% |
April 30, 2021 | 47.65% |
March 31, 2021 | 47.65% |
February 28, 2021 | 47.65% |
January 31, 2021 | 47.65% |
December 31, 2020 | 47.65% |
November 30, 2020 | 47.65% |
October 31, 2020 | 47.65% |
September 30, 2020 | 47.65% |
August 31, 2020 | 47.65% |
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
46.54%
Minimum
Jan 2024
47.65%
Maximum
Nov 2019
47.39%
Average
47.65%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 26.05 |
Beta (5Y) | 0.143 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.14% |
Historical Sharpe Ratio (5Y) | 0.6345 |
Historical Sortino (5Y) | 1.134 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.13% |