Atlas Financial Holdings Inc (AFHIF)
0.0011
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
Atlas Financial Holdings Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 100.00% |
| July 31, 2023 | 100.00% |
| June 30, 2023 | 99.95% |
| May 31, 2023 | 99.95% |
| April 30, 2023 | 99.95% |
| March 31, 2023 | 99.95% |
| February 28, 2023 | 99.95% |
| January 31, 2023 | 99.95% |
| December 31, 2022 | 99.95% |
| November 30, 2022 | 99.86% |
| October 31, 2022 | 99.86% |
| September 30, 2022 | 99.81% |
| August 31, 2022 | 99.72% |
| July 31, 2022 | 99.71% |
| June 30, 2022 | 99.71% |
| May 31, 2022 | 99.71% |
| April 30, 2022 | 99.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.71% |
| February 28, 2022 | 99.71% |
| January 31, 2022 | 99.71% |
| December 31, 2021 | 99.71% |
| November 30, 2021 | 99.71% |
| October 31, 2021 | 99.71% |
| September 30, 2021 | 99.71% |
| August 31, 2021 | 99.71% |
| July 31, 2021 | 99.71% |
| June 30, 2021 | 99.71% |
| May 31, 2021 | 99.71% |
| April 30, 2021 | 99.71% |
| March 31, 2021 | 99.71% |
| February 28, 2021 | 99.71% |
| January 31, 2021 | 99.71% |
| December 31, 2020 | 99.71% |
| November 30, 2020 | 99.71% |
| October 31, 2020 | 99.71% |
| September 30, 2020 | 99.52% |
| August 31, 2020 | 98.57% |
| July 31, 2020 | 98.57% |
| June 30, 2020 | 98.57% |
| May 31, 2020 | 98.57% |
| April 30, 2020 | 98.57% |
| March 31, 2020 | 98.57% |
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
96.70%
Minimum
May 2019
100.00%
Maximum
Jul 2023
99.41%
Average
99.71%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Quad M Solutions Inc | 100.00% |
| Tiptree Inc | 45.47% |
| NMI Holdings Inc | 73.07% |
| Conifer Holdings Inc | 85.91% |
| ICC Holdings Inc | 46.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.996 |
| Beta (5Y) | -7.239 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.00K% |
| Historical Sharpe Ratio (5Y) | -0.0194 |
| Historical Sortino (5Y) | -0.8561 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 70.89% |