Agile Group Holdings Ltd (AGPYY)
4.18
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Agile Group Holdings Max Drawdown (5Y): 96.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.04% |
| March 31, 2024 | 93.95% |
| February 29, 2024 | 93.95% |
| January 31, 2024 | 93.32% |
| December 31, 2023 | 92.96% |
| November 30, 2023 | 92.96% |
| October 31, 2023 | 92.95% |
| September 30, 2023 | 92.51% |
| August 31, 2023 | 92.51% |
| July 31, 2023 | 89.07% |
| June 30, 2023 | 89.02% |
| May 31, 2023 | 86.48% |
| April 30, 2023 | 86.48% |
| March 31, 2023 | 86.23% |
| February 28, 2023 | 82.46% |
| January 31, 2023 | 82.46% |
| December 31, 2022 | 82.46% |
| November 30, 2022 | 80.42% |
| October 31, 2022 | 80.42% |
| September 30, 2022 | 80.42% |
| August 31, 2022 | 80.42% |
| July 31, 2022 | 72.81% |
| June 30, 2022 | 72.81% |
| May 31, 2022 | 72.81% |
| April 30, 2022 | 72.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 72.81% |
| February 28, 2022 | 71.99% |
| January 31, 2022 | 71.99% |
| December 31, 2021 | 69.20% |
| November 30, 2021 | 58.88% |
| October 31, 2021 | 59.42% |
| September 30, 2021 | 59.42% |
| August 31, 2021 | 59.42% |
| July 31, 2021 | 59.42% |
| June 30, 2021 | 59.42% |
| May 31, 2021 | 59.42% |
| April 30, 2021 | 59.42% |
| March 31, 2021 | 59.42% |
| February 28, 2021 | 62.20% |
| January 31, 2021 | 62.20% |
| December 31, 2020 | 62.20% |
| November 30, 2020 | 62.20% |
| October 31, 2020 | 62.20% |
| September 30, 2020 | 62.20% |
| August 31, 2020 | 62.20% |
| July 31, 2020 | 62.20% |
| June 30, 2020 | 62.20% |
| May 31, 2020 | 62.20% |
| April 30, 2020 | 62.20% |
| March 31, 2020 | 62.20% |
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
58.88%
Minimum
Nov 2021
96.04%
Maximum
Apr 2024
72.40%
Average
66.16%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.82 |
| Beta (5Y) | 0.9113 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.70% |
| Historical Sharpe Ratio (5Y) | -0.9992 |
| Historical Sortino (5Y) | -1.164 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.39% |