Forterra PLC (FTTRF)
1.71
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Forterra Max Drawdown (5Y): 99.99% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.99% |
| August 31, 2024 | 99.99% |
| July 31, 2024 | 99.99% |
| June 30, 2024 | 99.99% |
| May 31, 2024 | 99.99% |
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 99.99% |
| October 31, 2023 | 99.99% |
| September 30, 2023 | 99.99% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 99.99% |
| May 31, 2023 | 99.99% |
| April 30, 2023 | 99.99% |
| March 31, 2023 | 99.99% |
| February 28, 2023 | 99.99% |
| January 31, 2023 | 99.99% |
| December 31, 2022 | 99.99% |
| November 30, 2022 | 99.99% |
| October 31, 2022 | 99.99% |
| September 30, 2022 | 99.99% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.99% |
| July 31, 2022 | 99.99% |
| June 30, 2022 | 55.78% |
| May 31, 2022 | 55.78% |
| April 30, 2022 | 55.78% |
| March 31, 2022 | 55.78% |
| February 28, 2022 | 55.78% |
| January 31, 2022 | 55.78% |
| December 31, 2021 | 55.78% |
| November 30, 2021 | 55.78% |
| October 31, 2021 | 55.78% |
| September 30, 2021 | 55.78% |
| August 31, 2021 | 55.78% |
| July 31, 2021 | 55.78% |
| June 30, 2021 | 55.78% |
| May 31, 2021 | 55.78% |
| April 30, 2021 | 55.78% |
| March 31, 2021 | 55.78% |
| February 28, 2021 | 55.78% |
| January 31, 2021 | 55.78% |
| December 31, 2020 | 55.78% |
| November 30, 2020 | 55.78% |
| October 31, 2020 | 55.78% |
| September 30, 2020 | 55.78% |
| August 31, 2020 | 55.60% |
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
8.14%
Minimum
Nov 2019
99.99%
Maximum
Jul 2022
72.51%
Average
55.78%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| LyondellBasell Industries NV | 68.15% |
| Ferroglobe PLC | 98.17% |
| Eden Research PLC | -- |
| Ibstock PLC | 60.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17408.59 |
| Beta (5Y) | 1272.64 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 188.3K% |
| Historical Sharpe Ratio (5Y) | -0.0001 |
| Historical Sortino (5Y) | -0.2518 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.12% |