American Graphite Technologies Inc (AGIN)
0.0053
0.00 (0.00%)
USD |
OTCM |
May 01, 14:56
American Graphite Technologies Max Drawdown (5Y): 96.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.88% |
| March 31, 2024 | 96.88% |
| February 29, 2024 | 96.88% |
| January 31, 2024 | 96.88% |
| December 31, 2023 | 97.12% |
| November 30, 2023 | 97.14% |
| October 31, 2023 | 98.31% |
| September 30, 2023 | 98.61% |
| August 31, 2023 | 98.76% |
| July 31, 2023 | 98.97% |
| June 30, 2023 | 98.97% |
| May 31, 2023 | 98.97% |
| April 30, 2023 | 98.97% |
| March 31, 2023 | 98.97% |
| February 28, 2023 | 98.97% |
| January 31, 2023 | 98.97% |
| December 31, 2022 | 98.97% |
| November 30, 2022 | 99.27% |
| October 31, 2022 | 99.34% |
| September 30, 2022 | 99.41% |
| August 31, 2022 | 99.41% |
| July 31, 2022 | 99.41% |
| June 30, 2022 | 99.41% |
| May 31, 2022 | 99.43% |
| April 30, 2022 | 99.43% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.43% |
| February 28, 2022 | 99.43% |
| January 31, 2022 | 99.43% |
| December 31, 2021 | 99.43% |
| November 30, 2021 | 99.43% |
| October 31, 2021 | 99.43% |
| September 30, 2021 | 99.51% |
| August 31, 2021 | 99.51% |
| July 31, 2021 | 99.51% |
| June 30, 2021 | 99.51% |
| May 31, 2021 | 99.51% |
| April 30, 2021 | 99.51% |
| March 31, 2021 | 99.51% |
| February 28, 2021 | 99.51% |
| January 31, 2021 | 99.51% |
| December 31, 2020 | 99.51% |
| November 30, 2020 | 99.51% |
| October 31, 2020 | 99.51% |
| September 30, 2020 | 99.51% |
| August 31, 2020 | 99.54% |
| July 31, 2020 | 99.71% |
| June 30, 2020 | 99.71% |
| May 31, 2020 | 99.71% |
| April 30, 2020 | 99.71% |
| March 31, 2020 | 99.99% |
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
96.88%
Minimum
Jan 2024
99.99%
Maximum
May 2019
99.21%
Average
99.43%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.33 |
| Beta (5Y) | -1.158 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 193.9% |
| Historical Sharpe Ratio (5Y) | 0.0538 |
| Historical Sortino (5Y) | 0.1963 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.87% |