Fortran Corp (FRTN)
0.0209
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Fortran Max Drawdown (5Y): 98.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.80% |
March 31, 2024 | 98.80% |
February 29, 2024 | 98.80% |
January 31, 2024 | 98.61% |
December 31, 2023 | 98.61% |
November 30, 2023 | 98.52% |
October 31, 2023 | 98.52% |
September 30, 2023 | 96.50% |
August 31, 2023 | 96.11% |
July 31, 2023 | 96.11% |
June 30, 2023 | 96.11% |
May 31, 2023 | 96.11% |
April 30, 2023 | 96.11% |
March 31, 2023 | 96.11% |
February 28, 2023 | 97.62% |
January 31, 2023 | 97.62% |
December 31, 2022 | 97.62% |
November 30, 2022 | 97.62% |
October 31, 2022 | 97.62% |
September 30, 2022 | 97.90% |
August 31, 2022 | 97.90% |
July 31, 2022 | 97.90% |
June 30, 2022 | 97.90% |
May 31, 2022 | 97.90% |
April 30, 2022 | 97.90% |
Date | Value |
---|---|
March 31, 2022 | 97.90% |
February 28, 2022 | 97.90% |
January 31, 2022 | 97.90% |
December 31, 2021 | 97.90% |
November 30, 2021 | 97.90% |
October 31, 2021 | 97.90% |
September 30, 2021 | 97.90% |
August 31, 2021 | 97.90% |
July 31, 2021 | 97.90% |
June 30, 2021 | 97.90% |
May 31, 2021 | 97.90% |
April 30, 2021 | 97.90% |
March 31, 2021 | 97.90% |
February 28, 2021 | 97.90% |
January 31, 2021 | 97.90% |
December 31, 2020 | 97.90% |
November 30, 2020 | 97.90% |
October 31, 2020 | 97.90% |
September 30, 2020 | 97.90% |
August 31, 2020 | 97.90% |
July 31, 2020 | 97.90% |
June 30, 2020 | 97.90% |
May 31, 2020 | 97.90% |
April 30, 2020 | 97.90% |
March 31, 2020 | 97.90% |
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
96.11%
Minimum
Mar 2023
98.80%
Maximum
Feb 2024
97.77%
Average
97.90%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Cogent Communications Holdings Inc | 39.34% |
Consolidated Communications Holdings Inc | 85.35% |
Lumen Technologies Inc | 92.87% |
Ribbon Communications Inc | 86.32% |
Anterix Inc | 56.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -63.16 |
Beta (5Y) | 0.9033 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.63% |
Historical Sharpe Ratio (5Y) | -0.5384 |
Historical Sortino (5Y) | -1.067 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.65% |