GHST World Inc (GHST)
0.051
0.00 (0.00%)
USD |
OTCM |
May 20, 16:00
GHST World Max Drawdown (5Y): 99.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.78% |
March 31, 2024 | 99.78% |
February 29, 2024 | 99.78% |
January 31, 2024 | 99.78% |
December 31, 2023 | 99.78% |
November 30, 2023 | 99.78% |
October 31, 2023 | 99.86% |
September 30, 2023 | 99.89% |
August 31, 2023 | 99.89% |
July 31, 2023 | 99.89% |
June 30, 2023 | 99.89% |
May 31, 2023 | 99.89% |
April 30, 2023 | 99.89% |
March 31, 2023 | 99.89% |
February 28, 2023 | 99.89% |
January 31, 2023 | 99.89% |
December 31, 2022 | 99.89% |
November 30, 2022 | 99.89% |
October 31, 2022 | 99.89% |
September 30, 2022 | 99.89% |
August 31, 2022 | 99.89% |
July 31, 2022 | 99.89% |
June 30, 2022 | 99.89% |
May 31, 2022 | 99.89% |
April 30, 2022 | 99.89% |
Date | Value |
---|---|
March 31, 2022 | 99.89% |
February 28, 2022 | 99.89% |
January 31, 2022 | 99.89% |
December 31, 2021 | 99.89% |
November 30, 2021 | 99.89% |
October 31, 2021 | 99.89% |
September 30, 2021 | 99.89% |
August 31, 2021 | 99.89% |
July 31, 2021 | 99.89% |
June 30, 2021 | 99.89% |
May 31, 2021 | 99.89% |
April 30, 2021 | 99.89% |
March 31, 2021 | 99.89% |
February 28, 2021 | 99.89% |
January 31, 2021 | 99.89% |
December 31, 2020 | 99.89% |
November 30, 2020 | 99.89% |
October 31, 2020 | 99.89% |
September 30, 2020 | 99.89% |
August 31, 2020 | 99.89% |
July 31, 2020 | 99.89% |
June 30, 2020 | 99.89% |
May 31, 2020 | 99.89% |
April 30, 2020 | 99.89% |
March 31, 2020 | 99.89% |
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
99.78%
Minimum
Nov 2023
99.89%
Maximum
May 2019
99.88%
Average
99.89%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Big 5 Sporting Goods Corp | 95.42% |
Conn's Inc | 92.34% |
America's Car-Mart Inc | 70.32% |
Citi Trends Inc | 86.52% |
Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.92 |
Beta (5Y) | 0.7253 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 230.2% |
Historical Sharpe Ratio (5Y) | -0.1296 |
Historical Sortino (5Y) | -0.4381 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 55.79% |