Phoenix Footwear Group Inc (PXFG)
0.0327
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
Phoenix Footwear Group Max Drawdown (5Y): 91.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.22% |
March 31, 2024 | 91.22% |
February 29, 2024 | 91.22% |
January 31, 2024 | 91.22% |
December 31, 2023 | 91.22% |
November 30, 2023 | 91.22% |
October 31, 2023 | 91.22% |
September 30, 2023 | 91.22% |
August 31, 2023 | 91.22% |
July 31, 2023 | 91.22% |
June 30, 2023 | 91.22% |
May 31, 2023 | 91.22% |
April 30, 2023 | 91.22% |
March 31, 2023 | 91.22% |
February 28, 2023 | 91.22% |
January 31, 2023 | 91.22% |
December 31, 2022 | 91.22% |
November 30, 2022 | 91.22% |
October 31, 2022 | 91.22% |
September 30, 2022 | 91.22% |
August 31, 2022 | 91.22% |
July 31, 2022 | 91.22% |
June 30, 2022 | 97.90% |
May 31, 2022 | 97.90% |
April 30, 2022 | 97.90% |
Date | Value |
---|---|
March 31, 2022 | 97.90% |
February 28, 2022 | 97.90% |
January 31, 2022 | 97.90% |
December 31, 2021 | 97.90% |
November 30, 2021 | 97.90% |
October 31, 2021 | 97.90% |
September 30, 2021 | 97.90% |
August 31, 2021 | 97.90% |
July 31, 2021 | 97.90% |
June 30, 2021 | 97.90% |
May 31, 2021 | 97.90% |
April 30, 2021 | 97.90% |
March 31, 2021 | 97.90% |
February 28, 2021 | 97.90% |
January 31, 2021 | 97.90% |
December 31, 2020 | 97.90% |
November 30, 2020 | 97.90% |
October 31, 2020 | 97.90% |
September 30, 2020 | 97.90% |
August 31, 2020 | 97.90% |
July 31, 2020 | 97.90% |
June 30, 2020 | 97.90% |
May 31, 2020 | 97.90% |
April 30, 2020 | 97.90% |
March 31, 2020 | 97.90% |
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
91.22%
Minimum
Jul 2022
97.90%
Maximum
May 2019
95.45%
Average
97.90%
Median
May 2019
Max Drawdown (5Y) Benchmarks
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Crocs Inc | 75.18% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.30 |
Beta (5Y) | 0.2016 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 109.6% |
Historical Sharpe Ratio (5Y) | -0.3108 |
Historical Sortino (5Y) | -0.6172 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.43% |