Advanced Voice Recognition Systems Inc (AVOI)
0.55
-0.35
(-38.87%)
USD |
OTCM |
May 17, 16:00
Advanced Voice Recognition Systems Max Drawdown (5Y): 96.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.40% |
| March 31, 2024 | 96.40% |
| February 29, 2024 | 96.40% |
| January 31, 2024 | 96.40% |
| December 31, 2023 | 96.40% |
| November 30, 2023 | 96.40% |
| October 31, 2023 | 96.40% |
| September 30, 2023 | 96.40% |
| August 31, 2023 | 96.40% |
| July 31, 2023 | 96.36% |
| June 30, 2023 | 96.36% |
| May 31, 2023 | 96.36% |
| April 30, 2023 | 96.36% |
| March 31, 2023 | 96.36% |
| February 28, 2023 | 96.36% |
| January 31, 2023 | 96.36% |
| December 31, 2022 | 96.36% |
| November 30, 2022 | 96.36% |
| October 31, 2022 | 96.36% |
| September 30, 2022 | 96.36% |
| August 31, 2022 | 96.36% |
| July 31, 2022 | 96.36% |
| June 30, 2022 | 95.36% |
| May 31, 2022 | 95.00% |
| April 30, 2022 | 95.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.00% |
| February 28, 2022 | 95.00% |
| January 31, 2022 | 95.00% |
| December 31, 2021 | 95.62% |
| November 30, 2021 | 95.62% |
| October 31, 2021 | 95.62% |
| September 30, 2021 | 95.62% |
| August 31, 2021 | 95.62% |
| July 31, 2021 | 95.62% |
| June 30, 2021 | 95.62% |
| May 31, 2021 | 95.62% |
| April 30, 2021 | 95.62% |
| March 31, 2021 | 95.62% |
| February 28, 2021 | 95.62% |
| January 31, 2021 | 95.62% |
| December 31, 2020 | 95.62% |
| November 30, 2020 | 96.00% |
| October 31, 2020 | 97.50% |
| September 30, 2020 | 97.50% |
| August 31, 2020 | 97.50% |
| July 31, 2020 | 97.50% |
| June 30, 2020 | 97.50% |
| May 31, 2020 | 97.50% |
| April 30, 2020 | 97.50% |
| March 31, 2020 | 97.50% |
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
95.00%
Minimum
Jan 2022
98.33%
Maximum
May 2019
96.52%
Average
96.36%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
| Asure Software Inc | 73.56% |
| Digimarc Corp | 84.72% |
| PDF Solutions Inc | 63.41% |
| Creative Realities Inc | 95.25% |
| Aspen Technology Inc | 46.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.78 |
| Beta (5Y) | 0.6834 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 129.7% |
| Historical Sharpe Ratio (5Y) | -0.248 |
| Historical Sortino (5Y) | -0.67 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.51% |