Integrated Media Technology Ltd (IMTE)
1.93
-0.09
(-4.46%)
USD |
NASDAQ |
May 17, 16:00
1.93
0.00 (0.00%)
After-Hours: 20:00
Integrated Media Technology Max Drawdown (5Y): 99.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.61% |
| March 31, 2024 | 99.61% |
| February 29, 2024 | 99.61% |
| January 31, 2024 | 99.61% |
| December 31, 2023 | 99.61% |
| November 30, 2023 | 99.61% |
| October 31, 2023 | 99.61% |
| September 30, 2023 | 99.43% |
| August 31, 2023 | 99.31% |
| July 31, 2023 | 99.31% |
| June 30, 2023 | 99.06% |
| May 31, 2023 | 99.00% |
| April 30, 2023 | 99.00% |
| March 31, 2023 | 98.64% |
| February 28, 2023 | 98.46% |
| January 31, 2023 | 98.16% |
| December 31, 2022 | 98.16% |
| November 30, 2022 | 98.16% |
| October 31, 2022 | 98.11% |
| September 30, 2022 | 98.11% |
| August 31, 2022 | 96.00% |
| July 31, 2022 | 95.64% |
| June 30, 2022 | 92.90% |
| May 31, 2022 | 91.62% |
| April 30, 2022 | 91.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 91.62% |
| February 28, 2022 | 91.62% |
| January 31, 2022 | 91.62% |
| December 31, 2021 | 91.62% |
| November 30, 2021 | 91.62% |
| October 31, 2021 | 91.62% |
| September 30, 2021 | 91.62% |
| August 31, 2021 | 91.62% |
| July 31, 2021 | 91.62% |
| June 30, 2021 | 91.62% |
| May 31, 2021 | 91.62% |
| April 30, 2021 | 91.62% |
| March 31, 2021 | 91.62% |
| February 28, 2021 | 91.62% |
| January 31, 2021 | 91.62% |
| December 31, 2020 | 91.62% |
| November 30, 2020 | 91.62% |
| October 31, 2020 | 91.62% |
| September 30, 2020 | 91.62% |
| August 31, 2020 | 91.62% |
| July 31, 2020 | 91.62% |
| June 30, 2020 | 91.62% |
| May 31, 2020 | 91.62% |
| April 30, 2020 | 91.62% |
| March 31, 2020 | 91.62% |
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
86.30%
Minimum
May 2019
99.61%
Maximum
Oct 2023
93.36%
Average
91.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -77.58 |
| Beta (5Y) | 2.162 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 147.9% |
| Historical Sharpe Ratio (5Y) | -0.3617 |
| Historical Sortino (5Y) | -0.8901 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.53% |