FirsTime Design Ltd (FTDL)
0.0009
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
FirsTime Design Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 100.00% |
| July 31, 2023 | 99.97% |
| June 30, 2023 | 99.97% |
| May 31, 2023 | 96.46% |
| April 30, 2023 | 95.69% |
| March 31, 2023 | 94.27% |
| February 28, 2023 | 94.27% |
| January 31, 2023 | 94.27% |
| December 31, 2022 | 94.27% |
| November 30, 2022 | 94.27% |
| October 31, 2022 | 91.32% |
| September 30, 2022 | 91.25% |
| August 31, 2022 | 90.31% |
| July 31, 2022 | 90.31% |
| June 30, 2022 | 90.31% |
| May 31, 2022 | 90.28% |
| April 30, 2022 | 82.92% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.39% |
| February 28, 2022 | 76.11% |
| January 31, 2022 | 73.09% |
| December 31, 2021 | 70.49% |
| November 30, 2021 | 70.49% |
| October 31, 2021 | 70.49% |
| September 30, 2021 | 70.49% |
| August 31, 2021 | 70.49% |
| July 31, 2021 | 70.49% |
| June 30, 2021 | 70.49% |
| May 31, 2021 | 70.49% |
| April 30, 2021 | 70.49% |
| March 31, 2021 | 70.49% |
| February 28, 2021 | 70.49% |
| January 31, 2021 | 70.49% |
| December 31, 2020 | 70.49% |
| November 30, 2020 | 70.49% |
| October 31, 2020 | 70.49% |
| September 30, 2020 | 70.49% |
| August 31, 2020 | 70.49% |
| July 31, 2020 | 70.49% |
| June 30, 2020 | 70.49% |
| May 31, 2020 | 70.49% |
| April 30, 2020 | 70.49% |
| March 31, 2020 | 70.49% |
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
57.90%
Minimum
May 2019
100.00%
Maximum
Aug 2023
80.56%
Average
70.49%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Christopher & Banks Corp | 100.00% |
| Haverty Furniture Companies Inc | 57.63% |
| Motos America Inc | 100.00% |
| Shift Technologies Inc | -- |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -88.36 |
| Beta (5Y) | 0.4444 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 131.3% |
| Historical Sharpe Ratio (5Y) | -0.6352 |
| Historical Sortino (5Y) | -1.049 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.08% |