FRP Holdings Inc (FRPH)
31.09
+0.13
(+0.43%)
USD |
NASDAQ |
May 03, 12:05
FRP Holdings Max Drawdown (5Y): 53.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.97% |
March 31, 2024 | 53.97% |
February 29, 2024 | 53.97% |
January 31, 2024 | 53.97% |
December 31, 2023 | 53.97% |
November 30, 2023 | 53.97% |
October 31, 2023 | 53.97% |
September 30, 2023 | 53.97% |
August 31, 2023 | 53.97% |
July 31, 2023 | 53.97% |
June 30, 2023 | 53.97% |
May 31, 2023 | 53.97% |
April 30, 2023 | 53.97% |
March 31, 2023 | 53.97% |
February 28, 2023 | 53.97% |
January 31, 2023 | 53.97% |
December 31, 2022 | 53.97% |
November 30, 2022 | 53.97% |
October 31, 2022 | 53.97% |
September 30, 2022 | 53.97% |
August 31, 2022 | 53.97% |
July 31, 2022 | 53.97% |
June 30, 2022 | 53.97% |
May 31, 2022 | 53.97% |
April 30, 2022 | 53.97% |
Date | Value |
---|---|
March 31, 2022 | 53.97% |
February 28, 2022 | 53.97% |
January 31, 2022 | 53.97% |
December 31, 2021 | 53.97% |
November 30, 2021 | 53.97% |
October 31, 2021 | 53.97% |
September 30, 2021 | 53.97% |
August 31, 2021 | 53.97% |
July 31, 2021 | 53.97% |
June 30, 2021 | 53.97% |
May 31, 2021 | 53.97% |
April 30, 2021 | 53.97% |
March 31, 2021 | 53.97% |
February 28, 2021 | 53.97% |
January 31, 2021 | 53.97% |
December 31, 2020 | 53.97% |
November 30, 2020 | 53.97% |
October 31, 2020 | 53.97% |
September 30, 2020 | 53.97% |
August 31, 2020 | 53.97% |
July 31, 2020 | 53.97% |
June 30, 2020 | 53.97% |
May 31, 2020 | 53.97% |
April 30, 2020 | 53.97% |
March 31, 2020 | 53.97% |
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
36.20%
Minimum
May 2019
53.97%
Maximum
Mar 2020
51.01%
Average
53.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Comstock Inc | 98.91% |
eXp World Holdings Inc | 88.17% |
The RMR Group Inc | 75.76% |
Alset Inc | -- |
Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.683 |
Beta (5Y) | 0.5633 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.10% |
Historical Sharpe Ratio (5Y) | 0.0756 |
Historical Sortino (5Y) | 0.1079 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.03% |