Fertoz Ltd (FTZZF)
0.007
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Fertoz Max Drawdown (5Y): 95.62% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 95.62% |
August 31, 2024 | 95.62% |
July 31, 2024 | 75.00% |
June 30, 2024 | 75.00% |
May 31, 2024 | 75.00% |
April 30, 2024 | 75.00% |
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% |
Date | Value |
---|---|
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% |
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% |
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
17.92%
Minimum
Nov 2019
95.62%
Maximum
Aug 2024
29.26%
Average
17.92%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Harvest Minerals Ltd | -- |
Nufarm Ltd | 58.48% |
Nova Minerals Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.08 |
Beta (5Y) | -0.5923 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.88% |
Historical Sharpe Ratio (5Y) | -0.8384 |
Historical Sortino (5Y) | -0.8908 |