Fertoz Ltd (FTZZF)
0.007
0.00 (0.00%)
USD |
OTCM |
Nov 21, 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 |