IBC Advanced Alloys Corp (IAALF)
0.055
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
IBC Advanced Alloys Max Drawdown (5Y): 93.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.15% |
March 31, 2024 | 93.25% |
February 29, 2024 | 93.25% |
January 31, 2024 | 93.27% |
December 31, 2023 | 93.27% |
November 30, 2023 | 93.27% |
October 31, 2023 | 93.27% |
September 30, 2023 | 93.27% |
August 31, 2023 | 93.27% |
July 31, 2023 | 93.27% |
June 30, 2023 | 93.27% |
May 31, 2023 | 93.27% |
April 30, 2023 | 93.27% |
March 31, 2023 | 93.27% |
February 28, 2023 | 93.27% |
January 31, 2023 | 93.27% |
December 31, 2022 | 93.27% |
November 30, 2022 | 93.27% |
October 31, 2022 | 93.27% |
September 30, 2022 | 93.27% |
August 31, 2022 | 94.47% |
July 31, 2022 | 94.47% |
June 30, 2022 | 94.57% |
May 31, 2022 | 95.22% |
April 30, 2022 | 95.22% |
Date | Value |
---|---|
March 31, 2022 | 95.45% |
February 28, 2022 | 96.54% |
January 31, 2022 | 96.70% |
December 31, 2021 | 96.70% |
November 30, 2021 | 96.80% |
October 31, 2021 | 96.80% |
September 30, 2021 | 96.95% |
August 31, 2021 | 97.07% |
July 31, 2021 | 97.07% |
June 30, 2021 | 97.07% |
May 31, 2021 | 97.07% |
April 30, 2021 | 97.07% |
March 31, 2021 | 97.07% |
February 28, 2021 | 97.39% |
January 31, 2021 | 98.11% |
December 31, 2020 | 98.11% |
November 30, 2020 | 98.66% |
October 31, 2020 | 98.66% |
September 30, 2020 | 98.66% |
August 31, 2020 | 98.66% |
July 31, 2020 | 98.66% |
June 30, 2020 | 98.66% |
May 31, 2020 | 98.66% |
April 30, 2020 | 98.66% |
March 31, 2020 | 98.66% |
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
93.15%
Minimum
Apr 2024
98.66%
Maximum
May 2019
96.09%
Average
96.80%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Ault Alliance Inc | 100.00% |
Omega Flex Inc | 64.09% |
Smith & Wesson Brands Inc | 81.49% |
Axon Enterprise Inc | 58.54% |
VSE Corp | 76.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -31.06 |
Beta (5Y) | 0.9622 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.18% |
Historical Sharpe Ratio (5Y) | -0.2705 |
Historical Sortino (5Y) | -0.6374 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.86% |