LiqTech International Inc (LIQT)
2.75
+0.05
(+1.85%)
USD |
NASDAQ |
Apr 30, 16:00
2.75
0.00 (0.00%)
After-Hours: 16:59
LiqTech International Max Drawdown (5Y): 96.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.99% |
| February 29, 2024 | 96.99% |
| January 31, 2024 | 96.99% |
| December 31, 2023 | 96.99% |
| November 30, 2023 | 96.99% |
| October 31, 2023 | 96.99% |
| September 30, 2023 | 96.99% |
| August 31, 2023 | 96.99% |
| July 31, 2023 | 96.99% |
| June 30, 2023 | 96.99% |
| May 31, 2023 | 96.99% |
| April 30, 2023 | 96.99% |
| March 31, 2023 | 96.99% |
| February 28, 2023 | 96.99% |
| January 31, 2023 | 96.99% |
| December 31, 2022 | 96.99% |
| November 30, 2022 | 96.85% |
| October 31, 2022 | 96.85% |
| September 30, 2022 | 96.84% |
| August 31, 2022 | 96.47% |
| July 31, 2022 | 96.47% |
| June 30, 2022 | 96.47% |
| May 31, 2022 | 95.82% |
| April 30, 2022 | 92.00% |
| March 31, 2022 | 92.54% |
| Date | Value |
|---|---|
| February 28, 2022 | 92.54% |
| January 31, 2022 | 92.54% |
| December 31, 2021 | 92.54% |
| November 30, 2021 | 92.54% |
| October 31, 2021 | 92.54% |
| September 30, 2021 | 92.54% |
| August 31, 2021 | 92.54% |
| July 31, 2021 | 92.54% |
| June 30, 2021 | 92.54% |
| May 31, 2021 | 92.54% |
| April 30, 2021 | 92.54% |
| March 31, 2021 | 92.54% |
| February 28, 2021 | 92.54% |
| January 31, 2021 | 92.54% |
| December 31, 2020 | 92.54% |
| November 30, 2020 | 92.54% |
| October 31, 2020 | 92.54% |
| September 30, 2020 | 92.54% |
| August 31, 2020 | 92.54% |
| July 31, 2020 | 92.54% |
| June 30, 2020 | 92.54% |
| May 31, 2020 | 92.54% |
| April 30, 2020 | 92.54% |
| March 31, 2020 | 92.54% |
| February 29, 2020 | 92.54% |
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
92.00%
Minimum
Apr 2022
96.99%
Maximum
Dec 2022
94.19%
Average
92.54%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| American Superconductor Corp | 89.06% |
| Nordson Corp | 44.23% |
| Taylor Devices Inc | 66.49% |
| TPI Composites Inc | 97.57% |
| Shapeways Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.79 |
| Beta (5Y) | 0.7321 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.38% |
| Historical Sharpe Ratio (5Y) | -0.6757 |
| Historical Sortino (5Y) | -0.874 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.37% |