American Rebel Holdings Inc (AREB)
0.387
-0.02
(-5.61%)
USD |
NASDAQ |
May 24, 10:10
American Rebel Holdings Max Drawdown (5Y): 99.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.97% |
| August 31, 2023 | 99.96% |
| July 31, 2023 | 99.94% |
| June 30, 2023 | 99.92% |
| May 31, 2023 | 99.92% |
| April 30, 2023 | 99.92% |
| March 31, 2023 | 99.92% |
| February 28, 2023 | 99.92% |
| January 31, 2023 | 99.92% |
| December 31, 2022 | 99.92% |
| November 30, 2022 | 99.88% |
| October 31, 2022 | 99.88% |
| September 30, 2022 | 99.83% |
| August 31, 2022 | 99.72% |
| July 31, 2022 | 99.68% |
| June 30, 2022 | 99.68% |
| May 31, 2022 | 99.68% |
| April 30, 2022 | 99.43% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.42% |
| February 28, 2022 | 99.34% |
| January 31, 2022 | 98.32% |
| December 31, 2021 | 98.32% |
| November 30, 2021 | 98.32% |
| October 31, 2021 | 98.32% |
| September 30, 2021 | 98.32% |
| August 31, 2021 | 98.32% |
| July 31, 2021 | 98.32% |
| June 30, 2021 | 98.32% |
| May 31, 2021 | 98.32% |
| April 30, 2021 | 98.32% |
| March 31, 2021 | 98.32% |
| February 28, 2021 | 98.00% |
| January 31, 2021 | 98.00% |
| December 31, 2020 | 98.00% |
| November 30, 2020 | 98.00% |
| October 31, 2020 | 98.00% |
| September 30, 2020 | 98.00% |
| August 31, 2020 | 97.40% |
| July 31, 2020 | 97.40% |
| June 30, 2020 | 96.40% |
| May 31, 2020 | 95.92% |
| April 30, 2020 | 95.92% |
| March 31, 2020 | 95.20% |
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
94.00%
Minimum
May 2019
99.99%
Maximum
Jan 2024
98.06%
Average
98.32%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| American Woodmark Corp | 74.37% |
| Bassett Furniture Industries Inc | 88.65% |
| FG Group Holdings Inc (DELISTED) | 83.88% |
| Commercial Vehicle Group Inc | 90.48% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -97.40 |
| Beta (5Y) | 1.189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.9% |
| Historical Sharpe Ratio (5Y) | -0.8179 |
| Historical Sortino (5Y) | -1.457 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.82% |