Forum Markets, Inc. (FRMM)
3.00
-0.04
(-1.32%)
USD |
NASDAQ |
Nov 06, 09:58
Forum Markets Max Drawdown (5Y) : 100.00% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 100.00% |
| September 30, 2026 | 100.00% |
| August 31, 2026 | 100.00% |
| July 31, 2026 | 100.00% |
| June 30, 2026 | 100.00% |
| May 31, 2026 | 100.00% |
| April 30, 2026 | 100.00% |
| March 31, 2026 | 99.99% |
| February 28, 2026 | 99.99% |
| January 31, 2026 | 99.99% |
| December 31, 2025 | 99.99% |
| November 30, 2025 | 99.98% |
| October 31, 2025 | 99.98% |
| September 30, 2025 | 99.98% |
| August 31, 2025 | 99.98% |
| July 31, 2025 | 99.98% |
| June 30, 2025 | 99.98% |
| May 31, 2025 | 99.98% |
| April 30, 2025 | 99.98% |
| March 31, 2025 | 99.98% |
| February 28, 2025 | 99.97% |
| January 31, 2025 | 99.97% |
| December 31, 2024 | 99.97% |
| November 30, 2024 | 99.97% |
| October 31, 2024 | 99.97% |
| Date | Value |
|---|---|
| September 30, 2024 | 99.97% |
| August 31, 2024 | 99.97% |
| July 31, 2024 | 99.97% |
| June 30, 2024 | 99.97% |
| May 31, 2024 | 99.97% |
| April 30, 2024 | 99.97% |
| March 31, 2024 | 99.96% |
| February 29, 2024 | 99.93% |
| January 31, 2024 | 99.93% |
| December 31, 2023 | 99.93% |
| November 30, 2023 | 99.89% |
| October 31, 2023 | 99.82% |
| September 30, 2023 | 99.78% |
| August 31, 2023 | 99.77% |
| July 31, 2023 | 99.62% |
| June 30, 2023 | 99.60% |
| May 31, 2023 | 99.60% |
| April 30, 2023 | 99.55% |
| March 31, 2023 | 99.48% |
| February 28, 2023 | 99.48% |
| January 31, 2023 | 99.48% |
| December 31, 2022 | 99.48% |
| November 30, 2022 | 97.08% |
| October 31, 2022 | 96.24% |
| September 30, 2022 | 94.45% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ACI Worldwide, Inc. | 54.18% |
| Progress Software Corp. | 64.10% |
| TMM, Inc. | 99.19% |
| Security First International Holdings, Inc. | 76.50% |
| Com-Guard.com, Inc. | 96.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -98.72 |
| Beta (5Y) | 1.543 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 243.8% |
| Historical Sharpe Ratio (5Y) | -0.3529 |
| Historical Sortino (5Y) | -1.723 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.57% |