First Pacific Co Ltd (FPAFY)
2.275
+0.01
(+0.61%)
USD |
OTCM |
May 06, 12:12
First Pacific Max Drawdown (5Y): 81.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.90% |
March 31, 2024 | 81.90% |
February 29, 2024 | 81.90% |
January 31, 2024 | 81.90% |
December 31, 2023 | 81.90% |
November 30, 2023 | 81.90% |
October 31, 2023 | 81.90% |
September 30, 2023 | 81.90% |
August 31, 2023 | 81.90% |
July 31, 2023 | 81.90% |
June 30, 2023 | 81.90% |
May 31, 2023 | 81.90% |
April 30, 2023 | 81.90% |
March 31, 2023 | 81.90% |
February 28, 2023 | 81.90% |
January 31, 2023 | 81.90% |
December 31, 2022 | 81.90% |
November 30, 2022 | 81.90% |
October 31, 2022 | 81.90% |
September 30, 2022 | 81.90% |
August 31, 2022 | 81.90% |
July 31, 2022 | 81.90% |
June 30, 2022 | 81.90% |
May 31, 2022 | 81.90% |
April 30, 2022 | 81.90% |
Date | Value |
---|---|
March 31, 2022 | 81.90% |
February 28, 2022 | 81.90% |
January 31, 2022 | 81.90% |
December 31, 2021 | 81.90% |
November 30, 2021 | 81.90% |
October 31, 2021 | 81.90% |
September 30, 2021 | 81.90% |
August 31, 2021 | 81.90% |
July 31, 2021 | 81.90% |
June 30, 2021 | 81.90% |
May 31, 2021 | 81.90% |
April 30, 2021 | 81.90% |
March 31, 2021 | 81.90% |
February 28, 2021 | 81.90% |
January 31, 2021 | 81.90% |
December 31, 2020 | 81.90% |
November 30, 2020 | 81.90% |
October 31, 2020 | 81.90% |
September 30, 2020 | 81.90% |
August 31, 2020 | 81.90% |
July 31, 2020 | 81.90% |
June 30, 2020 | 81.90% |
May 31, 2020 | 81.90% |
April 30, 2020 | 81.90% |
March 31, 2020 | 81.90% |
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
68.44%
Minimum
May 2019
81.90%
Maximum
Mar 2020
79.66%
Average
81.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.296 |
Beta (5Y) | 0.9436 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.13% |
Historical Sharpe Ratio (5Y) | 0.1998 |
Historical Sortino (5Y) | 0.2864 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.53% |