AnalytixInsight Inc (ATIXF)
0.035
+0.01
(+17.21%)
USD |
OTCM |
May 22, 15:50
AnalytixInsight Max Drawdown (5Y): 95.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.72% |
| March 31, 2024 | 95.19% |
| February 29, 2024 | 94.87% |
| January 31, 2024 | 94.55% |
| December 31, 2023 | 94.55% |
| November 30, 2023 | 94.55% |
| October 31, 2023 | 94.55% |
| September 30, 2023 | 92.21% |
| August 31, 2023 | 90.66% |
| July 31, 2023 | 88.18% |
| June 30, 2023 | 86.62% |
| May 31, 2023 | 86.11% |
| April 30, 2023 | 80.96% |
| March 31, 2023 | 80.96% |
| February 28, 2023 | 80.32% |
| January 31, 2023 | 76.90% |
| December 31, 2022 | 76.90% |
| November 30, 2022 | 76.90% |
| October 31, 2022 | 76.90% |
| September 30, 2022 | 76.47% |
| August 31, 2022 | 81.25% |
| July 31, 2022 | 81.25% |
| June 30, 2022 | 81.25% |
| May 31, 2022 | 81.25% |
| April 30, 2022 | 81.25% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.25% |
| February 28, 2022 | 81.25% |
| January 31, 2022 | 81.25% |
| December 31, 2021 | 81.25% |
| November 30, 2021 | 81.25% |
| October 31, 2021 | 81.25% |
| September 30, 2021 | 81.25% |
| August 31, 2021 | 81.25% |
| July 31, 2021 | 81.25% |
| June 30, 2021 | 83.35% |
| May 31, 2021 | 83.35% |
| April 30, 2021 | 83.35% |
| March 31, 2021 | 83.35% |
| February 28, 2021 | 83.35% |
| January 31, 2021 | 83.35% |
| December 31, 2020 | 83.35% |
| November 30, 2020 | 86.88% |
| October 31, 2020 | 86.88% |
| September 30, 2020 | 86.88% |
| August 31, 2020 | 86.88% |
| July 31, 2020 | 86.88% |
| June 30, 2020 | 86.88% |
| May 31, 2020 | 86.88% |
| April 30, 2020 | 86.88% |
| March 31, 2020 | 86.88% |
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
76.47%
Minimum
Sep 2022
95.72%
Maximum
Apr 2024
85.09%
Average
86.37%
Median
Max Drawdown (5Y) Benchmarks
| ePlus Inc | 56.46% |
| DecisionPoint Systems Inc | 99.70% |
| Upland Software Inc | 95.84% |
| My Size Inc | 99.88% |
| Strong Global Entertainment Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.39 |
| Beta (5Y) | 1.443 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.05% |
| Historical Sharpe Ratio (5Y) | -0.4124 |
| Historical Sortino (5Y) | -0.7654 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.99% |