Jetblack Corp (JTBK)
0.0027
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Jetblack Max Drawdown (5Y): 99.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.88% |
| March 31, 2024 | 99.88% |
| February 29, 2024 | 99.88% |
| January 31, 2024 | 99.88% |
| December 31, 2023 | 99.88% |
| November 30, 2023 | 99.88% |
| October 31, 2023 | 99.88% |
| September 30, 2023 | 99.88% |
| August 31, 2023 | 99.88% |
| July 31, 2023 | 99.88% |
| June 30, 2023 | 99.88% |
| May 31, 2023 | 99.88% |
| April 30, 2023 | 99.88% |
| March 31, 2023 | 99.88% |
| February 28, 2023 | 99.85% |
| January 31, 2023 | 99.85% |
| December 31, 2022 | 99.85% |
| November 30, 2022 | 99.83% |
| October 31, 2022 | 99.78% |
| September 30, 2022 | 99.65% |
| August 31, 2022 | 99.62% |
| July 31, 2022 | 99.60% |
| June 30, 2022 | 99.60% |
| May 31, 2022 | 99.60% |
| April 30, 2022 | 99.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.60% |
| February 28, 2022 | 99.60% |
| January 31, 2022 | 99.60% |
| December 31, 2021 | 99.60% |
| November 30, 2021 | 99.60% |
| October 31, 2021 | 99.60% |
| September 30, 2021 | 99.60% |
| August 31, 2021 | 99.60% |
| July 31, 2021 | 99.47% |
| June 30, 2021 | 99.33% |
| May 31, 2021 | 99.33% |
| April 30, 2021 | 99.33% |
| March 31, 2021 | 99.33% |
| February 28, 2021 | 99.33% |
| January 31, 2021 | 99.33% |
| December 31, 2020 | 99.33% |
| November 30, 2020 | 99.33% |
| October 31, 2020 | 99.33% |
| September 30, 2020 | 99.33% |
| August 31, 2020 | 99.33% |
| July 31, 2020 | 99.33% |
| June 30, 2020 | 99.33% |
| May 31, 2020 | 99.15% |
| April 30, 2020 | 99.15% |
| March 31, 2020 | 99.15% |
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
May 2019
99.88%
Maximum
Mar 2023
98.87%
Average
99.60%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Oxford Square Capital Corp | 67.03% |
| Prospect Capital Corp | 43.97% |
| New Mountain Finance Corp | 64.05% |
| Netcapital Inc | 99.59% |
| The Marygold Companies Inc | 83.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -78.12 |
| Beta (5Y) | 0.8274 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 143.1% |
| Historical Sharpe Ratio (5Y) | -0.4814 |
| Historical Sortino (5Y) | -1.099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.22% |