Foxby Corp (FXBY)
15.73
+0.22
(+1.43%)
USD |
OTCM |
May 22, 16:00
FXBY Max Drawdown (5Y): 72.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.57% |
March 31, 2024 | 72.57% |
February 29, 2024 | 72.57% |
January 31, 2024 | 72.57% |
December 31, 2023 | 72.57% |
November 30, 2023 | 72.57% |
October 31, 2023 | 72.57% |
September 30, 2023 | 72.57% |
August 31, 2023 | 72.57% |
July 31, 2023 | 72.57% |
June 30, 2023 | 72.57% |
May 31, 2023 | 72.57% |
April 30, 2023 | 72.57% |
March 31, 2023 | 72.57% |
February 28, 2023 | 72.57% |
January 31, 2023 | 72.57% |
December 31, 2022 | 72.57% |
November 30, 2022 | 72.57% |
October 31, 2022 | 72.57% |
September 30, 2022 | 72.57% |
August 31, 2022 | 72.57% |
July 31, 2022 | 72.57% |
June 30, 2022 | 72.57% |
May 31, 2022 | 72.57% |
April 30, 2022 | 72.57% |
Date | Value |
---|---|
March 31, 2022 | 72.57% |
February 28, 2022 | 72.57% |
January 31, 2022 | 72.57% |
December 31, 2021 | 72.57% |
November 30, 2021 | 72.57% |
October 31, 2021 | 72.57% |
September 30, 2021 | 72.57% |
August 31, 2021 | 72.57% |
July 31, 2021 | 72.57% |
June 30, 2021 | 72.57% |
May 31, 2021 | 72.57% |
April 30, 2021 | 41.28% |
March 31, 2021 | 41.28% |
February 28, 2021 | 41.28% |
January 31, 2021 | 41.28% |
December 31, 2020 | 41.28% |
November 30, 2020 | 41.28% |
October 31, 2020 | 41.28% |
September 30, 2020 | 41.28% |
August 31, 2020 | 41.28% |
July 31, 2020 | 41.28% |
June 30, 2020 | 41.28% |
May 31, 2020 | 41.28% |
April 30, 2020 | 41.28% |
March 31, 2020 | 38.30% |
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
28.04%
Minimum
May 2019
72.57%
Maximum
May 2021
57.80%
Average
72.57%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9164 |
Beta (5Y) | 0.8101 |
Alpha (vs YCharts Benchmark) (5Y) | 2.717 |
Beta (vs YCharts Benchmark) (5Y) | 0.7699 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.77% |
Historical Sharpe Ratio (5Y) | 0.2333 |
Historical Sortino (5Y) | 0.3409 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |