Fisher & Paykel Healthcare Corp Ltd (FSPKF)

20.20 0.00 (0.00%) USD  |  OTCM  |  Dec 13, 16:00
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Fisher & Paykel Healthcare Max Drawdown (5Y): 60.30% 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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Ryman Healthcare Ltd 80.79%
Pacific Edge Ltd 97.93%
Summerset Group Holdings Ltd 21.57%
Green Cross Health Ltd --
CEL-SCI Corp 97.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.231
Beta (5Y) 0.7421
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.82%
Historical Sharpe Ratio (5Y) 0.2086
Historical Sortino (5Y) 0.366
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.10%