Esports Entertainment Group Inc (GMBL)
0.70
-0.01
(-1.41%)
USD |
OTCM |
May 06, 16:00
Esports Entertainment Group Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 99.99% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.98% |
| June 30, 2023 | 99.94% |
| May 31, 2023 | 99.90% |
| April 30, 2023 | 99.90% |
| March 31, 2023 | 99.90% |
| February 28, 2023 | 99.84% |
| January 31, 2023 | 99.64% |
| December 31, 2022 | 99.61% |
| November 30, 2022 | 99.55% |
| October 31, 2022 | 99.44% |
| September 30, 2022 | 99.38% |
| August 31, 2022 | 99.19% |
| July 31, 2022 | 99.19% |
| June 30, 2022 | 99.19% |
| May 31, 2022 | 99.19% |
| April 30, 2022 | 98.78% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.60% |
| February 28, 2022 | 98.09% |
| January 31, 2022 | 94.40% |
| December 31, 2021 | 94.16% |
| November 30, 2021 | 94.16% |
| October 31, 2021 | 94.16% |
| September 30, 2021 | 94.16% |
| August 31, 2021 | 94.16% |
| July 31, 2021 | 94.16% |
| June 30, 2021 | 94.16% |
| May 31, 2021 | 94.16% |
| April 30, 2021 | 94.16% |
| March 31, 2021 | 94.16% |
| February 28, 2021 | 94.16% |
| January 31, 2021 | 94.16% |
| December 31, 2020 | 94.16% |
| November 30, 2020 | 94.16% |
| October 31, 2020 | 94.16% |
| September 30, 2020 | 94.16% |
| August 31, 2020 | 94.16% |
| July 31, 2020 | 94.16% |
| June 30, 2020 | 94.16% |
| May 31, 2020 | 94.16% |
| April 30, 2020 | 94.16% |
| March 31, 2020 | 94.16% |
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
94.00%
Minimum
Dec 2019
100.00%
Maximum
Apr 2024
96.92%
Average
97.22%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Century Casinos Inc | 89.45% |
| PlayAGS Inc | 96.72% |
| DraftKings Inc | -- |
| Super Group (SGHC) Ltd | -- |
| Light & Wonder Inc | 93.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -102.43 |
| Beta (5Y) | 0.842 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 127.5% |
| Historical Sharpe Ratio (5Y) | -0.7296 |
| Historical Sortino (5Y) | -1.211 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 71.25% |