HighCom Global Security Inc (HCGS)
0.0001
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
HighCom Global Security Max Drawdown (5Y): 99.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.64% |
March 31, 2024 | 99.64% |
February 29, 2024 | 99.64% |
January 31, 2024 | 99.64% |
December 31, 2023 | 99.64% |
November 30, 2023 | 99.64% |
October 31, 2023 | 99.64% |
September 30, 2023 | 99.64% |
August 31, 2023 | 99.64% |
July 31, 2023 | 99.64% |
June 30, 2023 | 99.64% |
May 31, 2023 | 99.64% |
April 30, 2023 | 99.64% |
March 31, 2023 | 99.64% |
February 28, 2023 | 99.64% |
January 31, 2023 | 99.64% |
December 31, 2022 | 99.64% |
November 30, 2022 | 99.64% |
October 31, 2022 | 99.64% |
September 30, 2022 | 99.64% |
August 31, 2022 | 99.64% |
July 31, 2022 | 99.64% |
June 30, 2022 | 99.64% |
May 31, 2022 | 99.64% |
April 30, 2022 | 99.64% |
Date | Value |
---|---|
March 31, 2022 | 99.64% |
February 28, 2022 | 99.64% |
January 31, 2022 | 99.64% |
December 31, 2021 | 99.64% |
November 30, 2021 | 99.64% |
October 31, 2021 | 89.96% |
September 30, 2021 | 89.96% |
August 31, 2021 | 89.96% |
July 31, 2021 | 89.96% |
June 30, 2021 | 89.96% |
May 31, 2021 | 89.96% |
April 30, 2021 | 89.96% |
March 31, 2021 | 89.96% |
February 28, 2021 | 89.96% |
January 31, 2021 | 89.96% |
December 31, 2020 | 90.88% |
November 30, 2020 | 91.62% |
October 31, 2020 | 91.62% |
September 30, 2020 | 91.62% |
August 31, 2020 | 91.62% |
July 31, 2020 | 92.11% |
June 30, 2020 | 92.11% |
May 31, 2020 | 92.11% |
April 30, 2020 | 92.11% |
March 31, 2020 | 92.11% |
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
89.96%
Minimum
Jan 2021
99.64%
Maximum
Nov 2021
95.57%
Average
96.49%
Median
Max Drawdown (5Y) Benchmarks
Meganet Corp | 99.75% |
Compx International Inc | 37.85% |
NAPCO Security Technologies Inc | 60.30% |
Universal Security Instruments Inc | 94.92% |
Iveda Solutions Inc | 97.17% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -41.89 |
Beta (5Y) | -1.826 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 195.6% |
Historical Sharpe Ratio (5Y) | -0.3182 |
Historical Sortino (5Y) | -0.7551 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 60.00% |