Global Tech Industries Group Inc (GTII)
0.138
-0.01
(-8.61%)
USD |
OTCM |
May 03, 16:00
Global Tech Industries Group Max Drawdown (5Y): 98.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.23% |
| March 31, 2024 | 98.23% |
| February 29, 2024 | 98.23% |
| January 31, 2024 | 98.23% |
| December 31, 2023 | 98.23% |
| November 30, 2023 | 98.23% |
| October 31, 2023 | 98.23% |
| September 30, 2023 | 98.23% |
| August 31, 2023 | 98.23% |
| July 31, 2023 | 98.23% |
| June 30, 2023 | 98.23% |
| May 31, 2023 | 98.23% |
| April 30, 2023 | 98.23% |
| March 31, 2023 | 98.23% |
| February 28, 2023 | 98.23% |
| January 31, 2023 | 98.63% |
| December 31, 2022 | 98.63% |
| November 30, 2022 | 98.63% |
| October 31, 2022 | 98.63% |
| September 30, 2022 | 98.63% |
| August 31, 2022 | 98.63% |
| July 31, 2022 | 98.63% |
| June 30, 2022 | 98.63% |
| May 31, 2022 | 98.63% |
| April 30, 2022 | 98.63% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.63% |
| February 28, 2022 | 98.63% |
| January 31, 2022 | 98.63% |
| December 31, 2021 | 98.63% |
| November 30, 2021 | 98.63% |
| October 31, 2021 | 98.63% |
| September 30, 2021 | 98.63% |
| August 31, 2021 | 98.63% |
| July 31, 2021 | 98.63% |
| June 30, 2021 | 98.63% |
| May 31, 2021 | 98.63% |
| April 30, 2021 | 98.63% |
| March 31, 2021 | 98.63% |
| February 28, 2021 | 98.63% |
| January 31, 2021 | 98.63% |
| December 31, 2020 | 98.63% |
| November 30, 2020 | 98.63% |
| October 31, 2020 | 98.63% |
| September 30, 2020 | 98.63% |
| August 31, 2020 | 98.63% |
| July 31, 2020 | 98.63% |
| June 30, 2020 | 98.63% |
| May 31, 2020 | 98.63% |
| April 30, 2020 | 98.63% |
| March 31, 2020 | 98.63% |
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
98.23%
Minimum
Feb 2023
98.63%
Maximum
May 2019
98.53%
Average
98.63%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Harte-Hanks Inc | 98.06% |
| Matthews International Corp | 75.23% |
| NN Inc | 95.38% |
| Seaboard Corp | 43.33% |
| 1847 Holdings LLC | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 24.98 |
| Beta (5Y) | -1.653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 501.3% |
| Historical Sharpe Ratio (5Y) | 0.0131 |
| Historical Sortino (5Y) | 0.117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.11% |