Five Point Holdings LLC (FPH)

3.75 -0.05 (-1.32%) USD  |  NYSE  |  Dec 16, 16:00
3.75 0.00 (0.00%) After-Hours: 20:00
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Five Point Holdings Max Drawdown (5Y): 86.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CoStar Group Inc 46.59%
New Concept Energy Inc 96.36%
Gyrodyne LLC 63.14%
InnSuites Hospitality Trust 91.17%
Power REIT 99.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -32.16
Beta (5Y) 1.449
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.21%
Historical Sharpe Ratio (5Y) -0.2713
Historical Sortino (5Y) -0.4158
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.58%