Five Point Holdings LLC (FPH)
3.75
0.00 (0.00%)
USD |
NYSE |
Nov 13, 16:00
3.745
0.00 (0.00%)
After-Hours: 20:00
Five Point Holdings Max Drawdown (5Y): 86.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.74% |
| September 30, 2024 | 86.74% |
| August 31, 2024 | 86.74% |
| July 31, 2024 | 86.74% |
| June 30, 2024 | 86.74% |
| May 31, 2024 | 86.74% |
| April 30, 2024 | 86.74% |
| March 31, 2024 | 86.74% |
| February 29, 2024 | 86.74% |
| January 31, 2024 | 86.74% |
| December 31, 2023 | 86.74% |
| November 30, 2023 | 86.74% |
| October 31, 2023 | 86.74% |
| September 30, 2023 | 86.74% |
| August 31, 2023 | 86.74% |
| July 31, 2023 | 86.74% |
| June 30, 2023 | 86.74% |
| May 31, 2023 | 86.74% |
| April 30, 2023 | 86.74% |
| March 31, 2023 | 86.74% |
| February 28, 2023 | 86.74% |
| January 31, 2023 | 86.74% |
| December 31, 2022 | 86.74% |
| November 30, 2022 | 86.40% |
| October 31, 2022 | 85.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.13% |
| August 31, 2022 | 76.72% |
| July 31, 2022 | 76.72% |
| June 30, 2022 | 76.72% |
| May 31, 2022 | 76.72% |
| April 30, 2022 | 76.72% |
| March 31, 2022 | 76.72% |
| February 28, 2022 | 76.72% |
| January 31, 2022 | 76.72% |
| December 31, 2021 | 76.72% |
| November 30, 2021 | 76.72% |
| October 31, 2021 | 76.72% |
| September 30, 2021 | 76.72% |
| August 31, 2021 | 76.72% |
| July 31, 2021 | 76.72% |
| June 30, 2021 | 76.72% |
| May 31, 2021 | 76.72% |
| April 30, 2021 | 76.72% |
| March 31, 2021 | 76.72% |
| February 28, 2021 | 76.72% |
| January 31, 2021 | 76.72% |
| December 31, 2020 | 76.72% |
| November 30, 2020 | 76.72% |
| October 31, 2020 | 76.72% |
| September 30, 2020 | 76.72% |
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
60.06%
Minimum
Nov 2019
86.74%
Maximum
Dec 2022
79.94%
Average
76.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -30.80 |
| Beta (5Y) | 1.469 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.22% |
| Historical Sharpe Ratio (5Y) | -0.2454 |
| Historical Sortino (5Y) | -0.3821 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.58% |