Freight Technologies Inc (FRGT)
0.70
-0.03
(-4.11%)
USD |
NASDAQ |
May 17, 16:00
0.70
0.00 (0.00%)
After-Hours: 20:00
Freight Technologies Max Drawdown (5Y): 99.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.97% |
March 31, 2024 | 99.96% |
February 29, 2024 | 99.96% |
January 31, 2024 | 99.96% |
December 31, 2023 | 99.96% |
November 30, 2023 | 99.96% |
October 31, 2023 | 99.96% |
September 30, 2023 | 99.96% |
August 31, 2023 | 99.96% |
July 31, 2023 | 99.96% |
June 30, 2023 | 99.96% |
May 31, 2023 | 99.96% |
April 30, 2023 | 99.96% |
March 31, 2023 | 99.96% |
February 28, 2023 | 99.96% |
January 31, 2023 | 99.96% |
December 31, 2022 | 99.96% |
November 30, 2022 | 99.96% |
October 31, 2022 | 99.93% |
September 30, 2022 | 99.92% |
August 31, 2022 | 99.80% |
July 31, 2022 | 99.80% |
June 30, 2022 | 99.80% |
May 31, 2022 | 99.77% |
April 30, 2022 | 99.75% |
Date | Value |
---|---|
March 31, 2022 | 99.75% |
February 28, 2022 | 99.67% |
January 31, 2022 | 99.42% |
December 31, 2021 | 99.42% |
November 30, 2021 | 99.42% |
October 31, 2021 | 99.42% |
September 30, 2021 | 99.42% |
August 31, 2021 | 99.42% |
July 31, 2021 | 99.42% |
June 30, 2021 | 99.42% |
May 31, 2021 | 99.42% |
April 30, 2021 | 99.42% |
March 31, 2021 | 99.42% |
February 28, 2021 | 99.42% |
January 31, 2021 | 99.42% |
December 31, 2020 | 99.42% |
November 30, 2020 | 99.42% |
October 31, 2020 | 99.42% |
September 30, 2020 | 99.42% |
August 31, 2020 | 99.37% |
July 31, 2020 | 99.37% |
June 30, 2020 | 99.37% |
May 31, 2020 | 99.37% |
April 30, 2020 | 99.37% |
March 31, 2020 | 99.37% |
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
98.81%
Minimum
May 2019
99.97%
Maximum
Apr 2024
99.54%
Average
99.42%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Microsoft Corp | 37.14% |
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -101.45 |
Beta (5Y) | 1.692 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.94% |
Historical Sharpe Ratio (5Y) | -0.8264 |
Historical Sortino (5Y) | -1.595 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.15% |