Fisher & Paykel Healthcare Corp Ltd (FSPKF)
20.20
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Fisher & Paykel Healthcare Max Drawdown (5Y): 60.30% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 60.30% |
| August 31, 2024 | 60.30% |
| July 31, 2024 | 60.30% |
| June 30, 2024 | 60.30% |
| May 31, 2024 | 60.30% |
| April 30, 2024 | 60.30% |
| March 31, 2024 | 60.30% |
| February 29, 2024 | 60.30% |
| January 31, 2024 | 60.30% |
| December 31, 2023 | 60.30% |
| November 30, 2023 | 60.30% |
| October 31, 2023 | 60.30% |
| September 30, 2023 | 60.30% |
| August 31, 2023 | 60.30% |
| July 31, 2023 | 60.30% |
| June 30, 2023 | 60.30% |
| May 31, 2023 | 60.30% |
| April 30, 2023 | 60.30% |
| March 31, 2023 | 60.30% |
| February 28, 2023 | 60.30% |
| January 31, 2023 | 60.30% |
| December 31, 2022 | 60.30% |
| November 30, 2022 | 60.30% |
| October 31, 2022 | 60.30% |
| September 30, 2022 | 60.30% |
| Date | Value |
|---|---|
| August 31, 2022 | 52.96% |
| July 31, 2022 | 52.96% |
| June 30, 2022 | 52.96% |
| May 31, 2022 | 50.11% |
| April 30, 2022 | 48.75% |
| March 31, 2022 | 38.69% |
| February 28, 2022 | 30.54% |
| January 31, 2022 | 30.54% |
| December 31, 2021 | 24.40% |
| November 30, 2021 | 24.40% |
| October 31, 2021 | 24.40% |
| September 30, 2021 | 28.37% |
| August 31, 2021 | 28.37% |
| July 31, 2021 | 28.37% |
| June 30, 2021 | 28.37% |
| May 31, 2021 | 28.37% |
| April 30, 2021 | 28.37% |
| March 31, 2021 | 28.37% |
| February 28, 2021 | 28.37% |
| January 31, 2021 | 28.37% |
| December 31, 2020 | 28.37% |
| November 30, 2020 | 28.37% |
| October 31, 2020 | 28.37% |
| September 30, 2020 | 28.37% |
| August 31, 2020 | 28.37% |
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
24.40%
Minimum
Oct 2021
60.30%
Maximum
Sep 2022
43.91%
Average
48.75%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Ryman Healthcare Ltd | 80.79% |
| Pacific Edge Ltd | 97.93% |
| Summerset Group Holdings Ltd | 21.57% |
| Green Cross Health Ltd | -- |
| CEL-SCI Corp | 96.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.333 |
| Beta (5Y) | 0.742 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.12% |
| Historical Sharpe Ratio (5Y) | 0.526 |
| Historical Sortino (5Y) | 0.9741 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.86% |