Foxtons Group PLC (FXTGY)

1.625 0.00 (0.00%) USD  |  OTCM  |  Dec 16, 16:00
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Foxtons Group Max Drawdown (5Y): 89.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Cushman & Wakefield PLC 71.84%
MDJM Ltd 97.89%
Roadside Real Estate PLC --
Harworth Group PLC --
Murano Global Investments PLC --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.454
Beta (5Y) 0.2390
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 71.24%
Historical Sharpe Ratio (5Y) -0.0458
Historical Sortino (5Y) -0.0694
Monthly Value at Risk (VaR) 5% (5Y Lookback) 33.77%