Electronic Control Security Inc (EKCS)
0.0042
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Electronic Control Security Max Drawdown (5Y): 99.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.86% |
| March 31, 2024 | 99.86% |
| February 29, 2024 | 99.86% |
| January 31, 2024 | 99.86% |
| December 31, 2023 | 99.86% |
| November 30, 2023 | 99.36% |
| October 31, 2023 | 97.56% |
| September 30, 2023 | 97.56% |
| August 31, 2023 | 97.56% |
| July 31, 2023 | 97.56% |
| June 30, 2023 | 97.56% |
| May 31, 2023 | 97.56% |
| April 30, 2023 | 97.14% |
| March 31, 2023 | 97.14% |
| February 28, 2023 | 97.14% |
| January 31, 2023 | 97.14% |
| December 31, 2022 | 97.14% |
| November 30, 2022 | 95.50% |
| October 31, 2022 | 94.20% |
| September 30, 2022 | 93.19% |
| August 31, 2022 | 90.00% |
| July 31, 2022 | 89.86% |
| June 30, 2022 | 89.86% |
| May 31, 2022 | 89.86% |
| April 30, 2022 | 88.57% |
| Date | Value |
|---|---|
| March 31, 2022 | 88.57% |
| February 28, 2022 | 88.57% |
| January 31, 2022 | 88.57% |
| December 31, 2021 | 88.57% |
| November 30, 2021 | 88.57% |
| October 31, 2021 | 93.70% |
| September 30, 2021 | 93.70% |
| August 31, 2021 | 93.70% |
| July 31, 2021 | 93.70% |
| June 30, 2021 | 93.70% |
| May 31, 2021 | 94.42% |
| April 30, 2021 | 95.38% |
| March 31, 2021 | 95.38% |
| February 28, 2021 | 95.38% |
| January 31, 2021 | 95.38% |
| December 31, 2020 | 95.38% |
| November 30, 2020 | 95.83% |
| October 31, 2020 | 95.83% |
| September 30, 2020 | 96.25% |
| August 31, 2020 | 96.25% |
| July 31, 2020 | 96.25% |
| June 30, 2020 | 96.25% |
| May 31, 2020 | 97.41% |
| April 30, 2020 | 97.45% |
| March 31, 2020 | 97.45% |
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
88.57%
Minimum
Nov 2021
99.86%
Maximum
Dec 2023
95.48%
Average
96.70%
Median
Max Drawdown (5Y) Benchmarks
| Polar Power Inc | 98.79% |
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
| Ault Alliance Inc | 100.00% |
| Espey Manufacturing & Electronics Corp | 54.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.68 |
| Beta (5Y) | 0.4831 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 246.9% |
| Historical Sharpe Ratio (5Y) | -0.1754 |
| Historical Sortino (5Y) | -0.6554 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.28% |