Meta Data Ltd (AIU)
0.49
0.00 (0.00%)
USD |
NYSE |
May 03, 16:00
0.4949
0.00 (0.00%)
Pre-Market: 20:00
Meta Data Max Drawdown (5Y): 99.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.76% |
| March 31, 2024 | 99.75% |
| February 29, 2024 | 99.75% |
| January 31, 2024 | 99.75% |
| December 31, 2023 | 99.75% |
| November 30, 2023 | 99.75% |
| October 31, 2023 | 99.75% |
| September 30, 2023 | 99.75% |
| August 31, 2023 | 99.75% |
| July 31, 2023 | 99.75% |
| June 30, 2023 | 99.75% |
| May 31, 2023 | 99.75% |
| April 30, 2023 | 99.75% |
| March 31, 2023 | 99.75% |
| February 28, 2023 | 99.75% |
| January 31, 2023 | 99.75% |
| December 31, 2022 | 99.75% |
| November 30, 2022 | 99.75% |
| October 31, 2022 | 99.75% |
| September 30, 2022 | 99.75% |
| August 31, 2022 | 99.75% |
| July 31, 2022 | 99.72% |
| June 30, 2022 | 99.70% |
| May 31, 2022 | 99.70% |
| April 30, 2022 | 99.65% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.65% |
| February 28, 2022 | 99.33% |
| January 31, 2022 | 99.05% |
| December 31, 2021 | 97.65% |
| November 30, 2021 | 97.65% |
| October 31, 2021 | 97.65% |
| September 30, 2021 | 97.65% |
| August 31, 2021 | 96.79% |
| July 31, 2021 | 96.79% |
| June 30, 2021 | 92.33% |
| May 31, 2021 | 90.81% |
| April 30, 2021 | 86.44% |
| March 31, 2021 | 86.44% |
| February 28, 2021 | 77.57% |
| January 31, 2021 | 77.25% |
| December 31, 2020 | 77.25% |
| November 30, 2020 | 77.25% |
| October 31, 2020 | 77.25% |
| September 30, 2020 | 77.25% |
| August 31, 2020 | 77.25% |
| July 31, 2020 | 77.25% |
| June 30, 2020 | 76.68% |
| May 31, 2020 | 76.68% |
| April 30, 2020 | 76.24% |
| March 31, 2020 | 70.03% |
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
55.70%
Minimum
May 2019
99.76%
Maximum
Apr 2024
87.21%
Average
97.65%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.19 |
| Beta (5Y) | 0.3663 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.25% |
| Historical Sharpe Ratio (5Y) | -1.329 |
| Historical Sortino (5Y) | -1.419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.36% |