Light Media Holdings Inc (LGMH)
0.012
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Light Media Holdings Max Drawdown (5Y): 97.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.50% |
| March 31, 2024 | 97.50% |
| February 29, 2024 | 97.50% |
| January 31, 2024 | 97.50% |
| December 31, 2023 | 97.50% |
| November 30, 2023 | 97.50% |
| October 31, 2023 | 97.50% |
| September 30, 2023 | 95.71% |
| August 31, 2023 | 95.71% |
| July 31, 2023 | 95.36% |
| June 30, 2023 | 95.36% |
| May 31, 2023 | 95.36% |
| April 30, 2023 | 95.36% |
| March 31, 2023 | 95.36% |
| February 28, 2023 | 95.36% |
| January 31, 2023 | 95.36% |
| December 31, 2022 | 94.64% |
| November 30, 2022 | 94.64% |
| October 31, 2022 | 94.64% |
| September 30, 2022 | 94.64% |
| August 31, 2022 | 94.64% |
| July 31, 2022 | 94.64% |
| June 30, 2022 | 94.64% |
| May 31, 2022 | 94.64% |
| April 30, 2022 | 90.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.71% |
| February 28, 2022 | 89.61% |
| January 31, 2022 | 89.61% |
| December 31, 2021 | 89.61% |
| November 30, 2021 | 90.00% |
| October 31, 2021 | 98.33% |
| September 30, 2021 | 98.33% |
| August 31, 2021 | 98.33% |
| July 31, 2021 | 98.33% |
| June 30, 2021 | 98.33% |
| May 31, 2021 | 98.33% |
| April 30, 2021 | 98.33% |
| March 31, 2021 | 98.33% |
| February 28, 2021 | 98.33% |
| January 31, 2021 | 98.33% |
| December 31, 2020 | 98.33% |
| November 30, 2020 | 98.33% |
| October 31, 2020 | 98.33% |
| September 30, 2020 | 98.33% |
| August 31, 2020 | 98.33% |
| July 31, 2020 | 98.33% |
| June 30, 2020 | 98.33% |
| May 31, 2020 | 98.33% |
| April 30, 2020 | 98.33% |
| March 31, 2020 | 98.33% |
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
89.61%
Minimum
Dec 2021
98.33%
Maximum
May 2019
96.48%
Average
97.92%
Median
Max Drawdown (5Y) Benchmarks
| Kartoon Studios Inc | 98.75% |
| Mega Matrix Corp | 95.39% |
| The Arena Group Holdings Inc | 97.16% |
| Loop Media Inc | 98.83% |
| Zedge Inc | 91.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.44 |
| Beta (5Y) | 0.4597 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 227.8% |
| Historical Sharpe Ratio (5Y) | -0.0936 |
| Historical Sortino (5Y) | -0.3765 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.44% |