Atlas Engineered Products Ltd (APEUF)
1.08
-0.03
(-2.70%)
USD |
OTCM |
May 06, 11:37
Atlas Engineered Products Max Drawdown (5Y): 81.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.69% |
| March 31, 2024 | 81.69% |
| February 29, 2024 | 86.87% |
| January 31, 2024 | 89.97% |
| December 31, 2023 | 90.78% |
| November 30, 2023 | 91.88% |
| October 31, 2023 | 94.36% |
| September 30, 2023 | 94.36% |
| August 31, 2023 | 94.36% |
| July 31, 2023 | 94.36% |
| June 30, 2023 | 95.21% |
| May 31, 2023 | 95.28% |
| April 30, 2023 | 95.28% |
| March 31, 2023 | 95.28% |
| February 28, 2023 | 95.28% |
| January 31, 2023 | 95.28% |
| December 31, 2022 | 95.47% |
| November 30, 2022 | 95.47% |
| October 31, 2022 | 95.47% |
| September 30, 2022 | 95.47% |
| August 31, 2022 | 95.47% |
| July 31, 2022 | 95.47% |
| June 30, 2022 | 95.47% |
| May 31, 2022 | 95.86% |
| April 30, 2022 | 95.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.99% |
| February 28, 2022 | 95.99% |
| January 31, 2022 | 95.99% |
| December 31, 2021 | 98.66% |
| November 30, 2021 | 98.66% |
| October 31, 2021 | 98.66% |
| September 30, 2021 | 98.93% |
| August 31, 2021 | 98.93% |
| July 31, 2021 | 98.93% |
| June 30, 2021 | 98.93% |
| May 31, 2021 | 98.93% |
| April 30, 2021 | 98.93% |
| March 31, 2021 | 99.69% |
| February 28, 2021 | 99.79% |
| January 31, 2021 | 99.79% |
| December 31, 2020 | 99.79% |
| November 30, 2020 | 99.79% |
| October 31, 2020 | 99.79% |
| September 30, 2020 | 99.79% |
| August 31, 2020 | 99.79% |
| July 31, 2020 | 99.79% |
| June 30, 2020 | 99.79% |
| May 31, 2020 | 99.79% |
| April 30, 2020 | 99.79% |
| March 31, 2020 | 99.79% |
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
81.69%
Minimum
Mar 2024
99.79%
Maximum
May 2019
96.74%
Average
98.66%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Fastenal Co | 30.70% |
| BrewBilt MFG Inc | 100.0% |
| Otis Worldwide Corp | -- |
| The AZEK Co Inc | -- |
| IES Holdings Inc | 54.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.08 |
| Beta (5Y) | 1.233 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.15% |
| Historical Sharpe Ratio (5Y) | 0.6027 |
| Historical Sortino (5Y) | 0.9647 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.84% |