Federal Screw Works (FSCR)
6.03
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Federal Screw Works Max Drawdown (5Y): 64.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.50% |
| March 31, 2024 | 64.50% |
| February 29, 2024 | 64.50% |
| January 31, 2024 | 64.50% |
| December 31, 2023 | 64.50% |
| November 30, 2023 | 64.50% |
| October 31, 2023 | 64.50% |
| September 30, 2023 | 64.50% |
| August 31, 2023 | 64.50% |
| July 31, 2023 | 64.50% |
| June 30, 2023 | 64.50% |
| May 31, 2023 | 64.50% |
| April 30, 2023 | 64.50% |
| March 31, 2023 | 64.50% |
| February 28, 2023 | 64.50% |
| January 31, 2023 | 64.50% |
| December 31, 2022 | 64.50% |
| November 30, 2022 | 64.50% |
| October 31, 2022 | 64.50% |
| September 30, 2022 | 64.50% |
| August 31, 2022 | 64.50% |
| July 31, 2022 | 64.50% |
| June 30, 2022 | 64.50% |
| May 31, 2022 | 64.50% |
| April 30, 2022 | 64.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.50% |
| February 28, 2022 | 64.50% |
| January 31, 2022 | 64.50% |
| December 31, 2021 | 64.50% |
| November 30, 2021 | 64.50% |
| October 31, 2021 | 64.50% |
| September 30, 2021 | 64.50% |
| August 31, 2021 | 64.50% |
| July 31, 2021 | 64.50% |
| June 30, 2021 | 64.50% |
| May 31, 2021 | 64.50% |
| April 30, 2021 | 64.50% |
| March 31, 2021 | 64.50% |
| February 28, 2021 | 64.50% |
| January 31, 2021 | 64.50% |
| December 31, 2020 | 64.50% |
| November 30, 2020 | 64.50% |
| October 31, 2020 | 64.50% |
| September 30, 2020 | 64.50% |
| August 31, 2020 | 60.00% |
| July 31, 2020 | 60.00% |
| June 30, 2020 | 60.00% |
| May 31, 2020 | 60.00% |
| April 30, 2020 | 60.00% |
| March 31, 2020 | 60.00% |
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
57.69%
Minimum
Aug 2019
64.50%
Maximum
Sep 2020
63.03%
Average
64.50%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Decker Manufacturing Corp | 50.27% |
| Hurco Companies Inc | 57.22% |
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
| Ault Alliance Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.12 |
| Beta (5Y) | 0.7905 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.67% |
| Historical Sharpe Ratio (5Y) | -0.1387 |
| Historical Sortino (5Y) | -0.2129 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.42% |