FRP Holdings Inc (FRPH)

30.06 +0.18 (+0.60%) USD  |  NASDAQ  |  Dec 20, 16:00
29.79 -0.27 (-0.90%) Pre-Market: 20:00
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FRP Holdings Max Drawdown (5Y): 53.97% 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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eXp World Holdings Inc 88.17%
The RMR Group Inc 75.76%
Avalon Globocare Corp 99.68%
Alset Inc --
Safe & Green Development Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.010
Beta (5Y) 0.4960
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.88%
Historical Sharpe Ratio (5Y) 0.1252
Historical Sortino (5Y) 0.177
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.95%