Morella Corp Ltd (ALTAF)
0.002
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Morella Max Drawdown (5Y): 99.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.44% |
March 31, 2024 | 99.44% |
February 29, 2024 | 99.44% |
January 31, 2024 | 99.44% |
December 31, 2023 | 99.44% |
November 30, 2023 | 99.44% |
October 31, 2023 | 99.44% |
September 30, 2023 | 99.44% |
August 31, 2023 | 99.44% |
July 31, 2023 | 99.44% |
June 30, 2023 | 99.44% |
May 31, 2023 | 99.44% |
April 30, 2023 | 99.44% |
March 31, 2023 | 99.44% |
February 28, 2023 | 99.44% |
January 31, 2023 | 99.44% |
December 31, 2022 | 99.44% |
November 30, 2022 | 99.44% |
October 31, 2022 | 99.44% |
September 30, 2022 | 99.44% |
August 31, 2022 | 99.44% |
July 31, 2022 | 99.44% |
June 30, 2022 | 99.44% |
May 31, 2022 | 99.44% |
April 30, 2022 | 99.44% |
Date | Value |
---|---|
March 31, 2022 | 99.44% |
February 28, 2022 | 99.44% |
January 31, 2022 | 99.44% |
December 31, 2021 | 99.44% |
November 30, 2021 | 99.44% |
October 31, 2021 | 99.44% |
September 30, 2021 | 99.44% |
August 31, 2021 | 99.44% |
July 31, 2021 | 99.44% |
June 30, 2021 | 99.44% |
May 31, 2021 | 99.44% |
April 30, 2021 | 99.44% |
March 31, 2021 | 99.44% |
February 28, 2021 | 99.44% |
January 31, 2021 | 99.44% |
December 31, 2020 | 99.44% |
November 30, 2020 | 99.44% |
October 31, 2020 | 99.44% |
September 30, 2020 | 96.15% |
August 31, 2020 | 96.15% |
July 31, 2020 | 96.15% |
June 30, 2020 | 99.96% |
May 31, 2020 | 99.96% |
April 30, 2020 | 99.96% |
March 31, 2020 | 99.96% |
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
96.15%
Minimum
Jul 2020
99.96%
Maximum
May 2019
99.39%
Average
99.44%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Fertoz Ltd | 75.00% |
Harvest Minerals Ltd | -- |
Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -96.90 |
Beta (5Y) | 3.891 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 561.0% |
Historical Sharpe Ratio (5Y) | -0.0954 |
Historical Sortino (5Y) | -0.6184 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 75.51% |