AuthID Inc (AUID)
7.78
+0.39
(+5.28%)
USD |
NASDAQ |
May 20, 16:00
AuthID Max Drawdown (5Y): 98.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.30% |
March 31, 2024 | 98.30% |
February 29, 2024 | 98.30% |
January 31, 2024 | 98.30% |
December 31, 2023 | 98.30% |
November 30, 2023 | 98.30% |
October 31, 2023 | 98.30% |
September 30, 2023 | 98.30% |
August 31, 2023 | 98.30% |
July 31, 2023 | 98.30% |
June 30, 2023 | 98.30% |
May 31, 2023 | 98.30% |
April 30, 2023 | 98.30% |
March 31, 2023 | 98.30% |
February 28, 2023 | 98.22% |
January 31, 2023 | 97.06% |
December 31, 2022 | 96.76% |
November 30, 2022 | 96.50% |
October 31, 2022 | 96.50% |
September 30, 2022 | 96.50% |
August 31, 2022 | 96.50% |
July 31, 2022 | 96.50% |
June 30, 2022 | 96.50% |
May 31, 2022 | 96.50% |
April 30, 2022 | 96.50% |
Date | Value |
---|---|
March 31, 2022 | 96.50% |
February 28, 2022 | 96.50% |
January 31, 2022 | 96.50% |
December 31, 2021 | 96.50% |
November 30, 2021 | 96.50% |
October 31, 2021 | 96.50% |
September 30, 2021 | 96.50% |
August 31, 2021 | 96.50% |
July 31, 2021 | 96.50% |
June 30, 2021 | 96.50% |
May 31, 2021 | 96.50% |
April 30, 2021 | 96.50% |
March 31, 2021 | 96.50% |
February 28, 2021 | 96.50% |
January 31, 2021 | 96.50% |
December 31, 2020 | 96.50% |
November 30, 2020 | 96.50% |
October 31, 2020 | 96.50% |
September 30, 2020 | 96.50% |
August 31, 2020 | 96.50% |
July 31, 2020 | 96.50% |
June 30, 2020 | 96.50% |
May 31, 2020 | 96.50% |
April 30, 2020 | 96.50% |
March 31, 2020 | 96.50% |
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
96.50%
Minimum
Mar 2020
98.30%
Maximum
Mar 2023
97.21%
Average
96.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Treasure Global Inc | -- |
Paltalk Inc | 93.14% |
Autodesk Inc | 51.99% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -55.87 |
Beta (5Y) | 2.461 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 114.5% |
Historical Sharpe Ratio (5Y) | -0.2485 |
Historical Sortino (5Y) | -0.5209 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.50% |