IDW Media Holdings Inc (IDWM)
0.361
-0.08
(-17.49%)
USD |
OTCM |
May 03, 16:00
IDW Media Holdings Max Drawdown (5Y): 99.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.13% |
| March 31, 2024 | 99.13% |
| February 29, 2024 | 99.13% |
| January 31, 2024 | 99.13% |
| December 31, 2023 | 99.13% |
| November 30, 2023 | 99.13% |
| October 31, 2023 | 99.13% |
| September 30, 2023 | 99.13% |
| August 31, 2023 | 99.13% |
| July 31, 2023 | 99.13% |
| June 30, 2023 | 99.13% |
| May 31, 2023 | 99.13% |
| April 30, 2023 | 99.08% |
| March 31, 2023 | 98.58% |
| February 28, 2023 | 98.25% |
| January 31, 2023 | 98.25% |
| December 31, 2022 | 98.25% |
| November 30, 2022 | 97.88% |
| October 31, 2022 | 97.63% |
| September 30, 2022 | 97.63% |
| August 31, 2022 | 97.63% |
| July 31, 2022 | 97.63% |
| June 30, 2022 | 97.51% |
| May 31, 2022 | 97.51% |
| April 30, 2022 | 97.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.60% |
| February 28, 2022 | 96.56% |
| January 31, 2022 | 96.25% |
| December 31, 2021 | 96.25% |
| November 30, 2021 | 95.81% |
| October 31, 2021 | 94.62% |
| September 30, 2021 | 94.62% |
| August 31, 2021 | 94.03% |
| July 31, 2021 | 94.03% |
| June 30, 2021 | 94.03% |
| May 31, 2021 | 94.03% |
| April 30, 2021 | 94.03% |
| March 31, 2021 | 94.03% |
| February 28, 2021 | 94.03% |
| January 31, 2021 | 94.03% |
| December 31, 2020 | 94.03% |
| November 30, 2020 | 94.03% |
| October 31, 2020 | 94.03% |
| September 30, 2020 | 94.03% |
| August 31, 2020 | 93.74% |
| July 31, 2020 | 93.36% |
| June 30, 2020 | 92.79% |
| May 31, 2020 | 92.79% |
| April 30, 2020 | 90.99% |
| March 31, 2020 | 90.71% |
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
60.18%
Minimum
May 2019
99.13%
Maximum
May 2023
92.93%
Average
95.21%
Median
Max Drawdown (5Y) Benchmarks
| Media Sentiment Inc | 99.70% |
| Comtex News Network Inc | 97.33% |
| DallasNews Corp | 79.70% |
| Lee Enterprises Inc | 82.18% |
| Scholastic Corp | 56.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.09 |
| Beta (5Y) | 0.4801 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.79% |
| Historical Sharpe Ratio (5Y) | -0.9991 |
| Historical Sortino (5Y) | -1.535 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.75% |