LICT Corp (LICT)
16300.00
+300.00
(+1.88%)
USD |
OTCM |
Apr 30, 12:57
LICT Max Drawdown (5Y): 42.45% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 42.45% |
| February 29, 2024 | 39.21% |
| January 31, 2024 | 39.21% |
| December 31, 2023 | 39.21% |
| November 30, 2023 | 39.21% |
| October 31, 2023 | 39.21% |
| September 30, 2023 | 39.21% |
| August 31, 2023 | 39.21% |
| July 31, 2023 | 35.85% |
| June 30, 2023 | 34.69% |
| May 31, 2023 | 34.69% |
| April 30, 2023 | 34.69% |
| March 31, 2023 | 34.69% |
| February 28, 2023 | 34.69% |
| January 31, 2023 | 34.69% |
| December 31, 2022 | 34.69% |
| November 30, 2022 | 34.69% |
| October 31, 2022 | 34.69% |
| September 30, 2022 | 34.69% |
| August 31, 2022 | 34.69% |
| July 31, 2022 | 34.69% |
| June 30, 2022 | 34.69% |
| May 31, 2022 | 34.69% |
| April 30, 2022 | 34.69% |
| March 31, 2022 | 34.69% |
| Date | Value |
|---|---|
| February 28, 2022 | 34.69% |
| January 31, 2022 | 34.69% |
| December 31, 2021 | 34.69% |
| November 30, 2021 | 34.69% |
| October 31, 2021 | 34.69% |
| September 30, 2021 | 34.69% |
| August 31, 2021 | 34.69% |
| July 31, 2021 | 34.69% |
| June 30, 2021 | 34.69% |
| May 31, 2021 | 34.69% |
| April 30, 2021 | 34.69% |
| March 31, 2021 | 34.69% |
| February 28, 2021 | 34.69% |
| January 31, 2021 | 34.69% |
| December 31, 2020 | 34.69% |
| November 30, 2020 | 34.69% |
| October 31, 2020 | 34.69% |
| September 30, 2020 | 34.69% |
| August 31, 2020 | 34.69% |
| July 31, 2020 | 34.69% |
| June 30, 2020 | 34.69% |
| May 31, 2020 | 34.69% |
| April 30, 2020 | 34.69% |
| March 31, 2020 | 34.69% |
| February 29, 2020 | 25.70% |
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
25.70%
Minimum
Apr 2019
42.45%
Maximum
Mar 2024
33.72%
Average
34.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mega Matrix Corp | 95.39% |
| Inuvo Inc | 95.07% |
| Kartoon Studios Inc | 98.75% |
| Globalstar Inc | 90.63% |
| Loop Media Inc | 98.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.002 |
| Beta (5Y) | 0.4212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.51% |
| Historical Sharpe Ratio (5Y) | -0.0245 |
| Historical Sortino (5Y) | -0.0351 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.24% |