FRP Holdings Inc (FRPH)
29.36
+0.36
(+1.24%)
USD |
NASDAQ |
Nov 04, 16:00
29.46
+0.10
(+0.34%)
After-Hours: 20:00
FRP Holdings Max Drawdown (5Y): 53.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 53.97% |
September 30, 2024 | 53.97% |
August 31, 2024 | 53.97% |
July 31, 2024 | 53.97% |
June 30, 2024 | 53.97% |
May 31, 2024 | 53.97% |
April 30, 2024 | 53.97% |
March 31, 2024 | 53.97% |
February 29, 2024 | 53.97% |
January 31, 2024 | 53.97% |
December 31, 2023 | 53.97% |
November 30, 2023 | 53.97% |
October 31, 2023 | 53.97% |
September 30, 2023 | 53.97% |
August 31, 2023 | 53.97% |
July 31, 2023 | 53.97% |
June 30, 2023 | 53.97% |
May 31, 2023 | 53.97% |
April 30, 2023 | 53.97% |
March 31, 2023 | 53.97% |
February 28, 2023 | 53.97% |
January 31, 2023 | 53.97% |
December 31, 2022 | 53.97% |
November 30, 2022 | 53.97% |
October 31, 2022 | 53.97% |
Date | Value |
---|---|
September 30, 2022 | 53.97% |
August 31, 2022 | 53.97% |
July 31, 2022 | 53.97% |
June 30, 2022 | 53.97% |
May 31, 2022 | 53.97% |
April 30, 2022 | 53.97% |
March 31, 2022 | 53.97% |
February 28, 2022 | 53.97% |
January 31, 2022 | 53.97% |
December 31, 2021 | 53.97% |
November 30, 2021 | 53.97% |
October 31, 2021 | 53.97% |
September 30, 2021 | 53.97% |
August 31, 2021 | 53.97% |
July 31, 2021 | 53.97% |
June 30, 2021 | 53.97% |
May 31, 2021 | 53.97% |
April 30, 2021 | 53.97% |
March 31, 2021 | 53.97% |
February 28, 2021 | 53.97% |
January 31, 2021 | 53.97% |
December 31, 2020 | 53.97% |
November 30, 2020 | 53.97% |
October 31, 2020 | 53.97% |
September 30, 2020 | 53.97% |
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
36.20%
Minimum
Nov 2019
53.97%
Maximum
Mar 2020
52.79%
Average
53.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
eXp World Holdings Inc | 88.17% |
The RMR Group Inc | 75.76% |
Avalon Globocare Corp | 99.57% |
Alset Inc | -- |
Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.112 |
Beta (5Y) | 0.4682 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.75% |
Historical Sharpe Ratio (5Y) | -0.0033 |
Historical Sortino (5Y) | -0.0047 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.95% |