International Digital Holding Inc (IDIG)
0.07
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
International Digital Max Drawdown (5Y): 97.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.03% |
March 31, 2024 | 97.03% |
February 29, 2024 | 97.03% |
January 31, 2024 | 97.03% |
December 31, 2023 | 97.03% |
November 30, 2023 | 97.03% |
October 31, 2023 | 97.03% |
September 30, 2023 | 97.03% |
August 31, 2023 | 97.03% |
July 31, 2023 | 97.03% |
June 30, 2023 | 97.03% |
May 31, 2023 | 97.03% |
April 30, 2023 | 97.03% |
March 31, 2023 | 97.03% |
February 28, 2023 | 97.03% |
January 31, 2023 | 97.03% |
December 31, 2022 | 97.03% |
November 30, 2022 | 97.03% |
October 31, 2022 | 97.03% |
September 30, 2022 | 97.03% |
August 31, 2022 | 96.33% |
July 31, 2022 | 96.33% |
June 30, 2022 | 96.33% |
May 31, 2022 | 96.33% |
April 30, 2022 | 96.33% |
Date | Value |
---|---|
March 31, 2022 | 96.33% |
February 28, 2022 | 96.33% |
January 31, 2022 | 96.33% |
December 31, 2021 | 96.33% |
November 30, 2021 | 96.33% |
October 31, 2021 | 96.33% |
September 30, 2021 | 96.33% |
August 31, 2021 | 96.33% |
July 31, 2021 | 93.33% |
June 30, 2021 | 93.33% |
May 31, 2021 | 93.33% |
April 30, 2021 | 93.33% |
March 31, 2021 | 93.33% |
February 28, 2021 | 96.99% |
January 31, 2021 | 96.99% |
December 31, 2020 | 96.99% |
November 30, 2020 | 96.99% |
October 31, 2020 | 96.99% |
September 30, 2020 | 96.99% |
August 31, 2020 | 96.99% |
July 31, 2020 | 96.99% |
June 30, 2020 | 96.99% |
May 31, 2020 | 96.99% |
April 30, 2020 | 96.99% |
March 31, 2020 | 96.99% |
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
93.33%
Minimum
Mar 2021
97.03%
Maximum
Sep 2022
96.56%
Average
96.99%
Median
May 2019
Max Drawdown (5Y) Benchmarks
VOXX International Corp | 80.13% |
Mobile Lads Corp | 98.47% |
Syntec Optics Holdings Inc | -- |
Meta Materials Inc | 99.91% |
Semilux International Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 175.19 |
Beta (5Y) | -11.20 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.64K% |
Historical Sharpe Ratio (5Y) | 0.0308 |
Historical Sortino (5Y) | 0.612 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 59.41% |