Glucose Health Inc (GLUC)
0.43
+0.04
(+9.97%)
USD |
OTCM |
May 06, 15:44
Glucose Health Max Drawdown (5Y): 98.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.95% |
| March 31, 2024 | 98.95% |
| February 29, 2024 | 98.95% |
| January 31, 2024 | 98.95% |
| December 31, 2023 | 98.95% |
| November 30, 2023 | 98.95% |
| October 31, 2023 | 97.98% |
| September 30, 2023 | 97.63% |
| August 31, 2023 | 97.30% |
| July 31, 2023 | 96.55% |
| June 30, 2023 | 96.21% |
| May 31, 2023 | 95.88% |
| April 30, 2023 | 98.57% |
| March 31, 2023 | 98.75% |
| February 28, 2023 | 99.38% |
| January 31, 2023 | 99.38% |
| December 31, 2022 | 99.38% |
| November 30, 2022 | 99.42% |
| October 31, 2022 | 99.49% |
| September 30, 2022 | 99.49% |
| August 31, 2022 | 99.49% |
| July 31, 2022 | 99.49% |
| June 30, 2022 | 99.49% |
| May 31, 2022 | 99.58% |
| April 30, 2022 | 99.58% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.58% |
| February 28, 2022 | 99.58% |
| January 31, 2022 | 99.58% |
| December 31, 2021 | 99.76% |
| November 30, 2021 | 99.76% |
| October 31, 2021 | 99.77% |
| September 30, 2021 | 99.77% |
| August 31, 2021 | 99.83% |
| July 31, 2021 | 99.86% |
| June 30, 2021 | 99.86% |
| May 31, 2021 | 99.86% |
| April 30, 2021 | 99.86% |
| March 31, 2021 | 99.86% |
| February 28, 2021 | 99.86% |
| January 31, 2021 | 99.88% |
| December 31, 2020 | 99.88% |
| November 30, 2020 | 99.92% |
| October 31, 2020 | 99.92% |
| September 30, 2020 | 99.92% |
| August 31, 2020 | 99.92% |
| July 31, 2020 | 99.92% |
| June 30, 2020 | 99.92% |
| May 31, 2020 | 99.92% |
| April 30, 2020 | 99.92% |
| March 31, 2020 | 99.92% |
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
95.88%
Minimum
May 2023
99.97%
Maximum
May 2019
99.37%
Average
99.76%
Median
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Bridgford Foods Corp | 71.79% |
| The Hain Celestial Group Inc | 88.02% |
| Better Choice Co Inc | 99.85% |
| Laird Superfood Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.10 |
| Beta (5Y) | 3.488 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 210.6% |
| Historical Sharpe Ratio (5Y) | 0.1081 |
| Historical Sortino (5Y) | 0.5947 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.71% |