Fertoz Ltd (FTZZF)
0.04
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Fertoz Max Drawdown (5Y): 75.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 75.00% |
February 29, 2024 | 75.00% |
January 31, 2024 | 75.00% |
December 31, 2023 | 75.00% |
November 30, 2023 | 75.00% |
October 31, 2023 | 17.92% |
September 30, 2023 | 17.92% |
August 31, 2023 | 17.92% |
July 31, 2023 | 17.92% |
June 30, 2023 | 17.92% |
May 31, 2023 | 17.92% |
April 30, 2023 | 17.92% |
March 31, 2023 | 17.92% |
February 28, 2023 | 17.92% |
January 31, 2023 | 17.92% |
December 31, 2022 | 17.92% |
November 30, 2022 | 17.92% |
October 31, 2022 | 17.92% |
September 30, 2022 | 17.92% |
August 31, 2022 | 17.92% |
July 31, 2022 | 17.92% |
June 30, 2022 | 17.92% |
May 31, 2022 | 17.92% |
April 30, 2022 | 17.92% |
March 31, 2022 | 17.92% |
Date | Value |
---|---|
February 28, 2022 | 17.92% |
January 31, 2022 | 17.92% |
December 31, 2021 | 17.92% |
November 30, 2021 | 17.92% |
October 31, 2021 | 17.92% |
September 30, 2021 | 17.92% |
August 31, 2021 | 17.92% |
July 31, 2021 | 17.92% |
June 30, 2021 | 17.92% |
May 31, 2021 | 17.92% |
April 30, 2021 | 17.92% |
March 31, 2021 | 17.92% |
February 28, 2021 | 17.92% |
January 31, 2021 | 17.92% |
December 31, 2020 | 17.92% |
November 30, 2020 | 17.92% |
October 31, 2020 | 17.92% |
September 30, 2020 | 17.92% |
August 31, 2020 | 17.92% |
July 31, 2020 | 17.92% |
June 30, 2020 | 17.92% |
May 31, 2020 | 17.92% |
April 30, 2020 | 17.92% |
March 31, 2020 | 17.92% |
February 29, 2020 | 17.92% |
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
--
Minimum
Apr 2019
75.00%
Maximum
Nov 2023
21.78%
Average
17.92%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Boral Ltd | 84.03% |
Harvest Minerals Ltd | -- |
Nufarm Ltd | 65.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.36 |
Beta (5Y) | -0.5219 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.03% |
Historical Sharpe Ratio (5Y) | -0.6193 |
Historical Sortino (5Y) | -0.7014 |