Cemtrex Inc (CETX)
0.2954
+0.03
(+9.37%)
USD |
NASDAQ |
May 07, 14:26
Cemtrex Max Drawdown (5Y): 99.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.61% |
| March 31, 2024 | 99.61% |
| February 29, 2024 | 99.61% |
| January 31, 2024 | 99.61% |
| December 31, 2023 | 99.61% |
| November 30, 2023 | 99.61% |
| October 31, 2023 | 99.61% |
| September 30, 2023 | 99.61% |
| August 31, 2023 | 99.61% |
| July 31, 2023 | 99.61% |
| June 30, 2023 | 99.61% |
| May 31, 2023 | 99.61% |
| April 30, 2023 | 99.61% |
| March 31, 2023 | 99.61% |
| February 28, 2023 | 99.61% |
| January 31, 2023 | 99.61% |
| December 31, 2022 | 99.61% |
| November 30, 2022 | 99.36% |
| October 31, 2022 | 99.36% |
| September 30, 2022 | 99.17% |
| August 31, 2022 | 99.05% |
| July 31, 2022 | 99.05% |
| June 30, 2022 | 99.05% |
| May 31, 2022 | 99.05% |
| April 30, 2022 | 98.97% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.97% |
| February 28, 2022 | 98.97% |
| January 31, 2022 | 98.97% |
| December 31, 2021 | 98.97% |
| November 30, 2021 | 98.97% |
| October 31, 2021 | 98.97% |
| September 30, 2021 | 98.97% |
| August 31, 2021 | 98.97% |
| July 31, 2021 | 98.97% |
| June 30, 2021 | 98.97% |
| May 31, 2021 | 98.97% |
| April 30, 2021 | 98.97% |
| March 31, 2021 | 98.97% |
| February 28, 2021 | 98.97% |
| January 31, 2021 | 98.97% |
| December 31, 2020 | 98.97% |
| November 30, 2020 | 98.97% |
| October 31, 2020 | 98.97% |
| September 30, 2020 | 98.97% |
| August 31, 2020 | 98.97% |
| July 31, 2020 | 98.97% |
| June 30, 2020 | 98.97% |
| May 31, 2020 | 98.97% |
| April 30, 2020 | 98.97% |
| March 31, 2020 | 98.97% |
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
97.19%
Minimum
May 2019
99.61%
Maximum
Dec 2022
98.99%
Average
98.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -86.81 |
| Beta (5Y) | 2.358 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.1% |
| Historical Sharpe Ratio (5Y) | -0.565 |
| Historical Sortino (5Y) | -1.320 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.33% |