Mace Security International Inc (MACE)
0.045
0.00 (0.00%)
USD |
OTCM |
May 02, 15:40
Mace Security International Max Drawdown (5Y): 95.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.76% |
| March 31, 2024 | 95.76% |
| February 29, 2024 | 95.76% |
| January 31, 2024 | 95.76% |
| December 31, 2023 | 95.76% |
| November 30, 2023 | 95.76% |
| October 31, 2023 | 93.68% |
| September 30, 2023 | 93.68% |
| August 31, 2023 | 93.68% |
| July 31, 2023 | 93.68% |
| June 30, 2023 | 93.18% |
| May 31, 2023 | 90.56% |
| April 30, 2023 | 84.72% |
| March 31, 2023 | 83.33% |
| February 28, 2023 | 83.33% |
| January 31, 2023 | 83.33% |
| December 31, 2022 | 83.33% |
| November 30, 2022 | 82.25% |
| October 31, 2022 | 82.25% |
| September 30, 2022 | 81.94% |
| August 31, 2022 | 80.04% |
| July 31, 2022 | 74.95% |
| June 30, 2022 | 74.95% |
| May 31, 2022 | 74.95% |
| April 30, 2022 | 74.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.95% |
| February 28, 2022 | 74.95% |
| January 31, 2022 | 74.95% |
| December 31, 2021 | 74.95% |
| November 30, 2021 | 74.95% |
| October 31, 2021 | 74.95% |
| September 30, 2021 | 74.95% |
| August 31, 2021 | 74.95% |
| July 31, 2021 | 74.95% |
| June 30, 2021 | 74.95% |
| May 31, 2021 | 74.95% |
| April 30, 2021 | 74.95% |
| March 31, 2021 | 74.95% |
| February 28, 2021 | 74.95% |
| January 31, 2021 | 74.95% |
| December 31, 2020 | 74.95% |
| November 30, 2020 | 74.95% |
| October 31, 2020 | 74.95% |
| September 30, 2020 | 74.95% |
| August 31, 2020 | 74.95% |
| July 31, 2020 | 74.95% |
| June 30, 2020 | 74.95% |
| May 31, 2020 | 74.95% |
| April 30, 2020 | 74.95% |
| March 31, 2020 | 73.95% |
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
55.91%
Minimum
Dec 2019
95.76%
Maximum
Nov 2023
78.42%
Average
74.95%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Compx International Inc | 37.85% |
| NAPCO Security Technologies Inc | 60.30% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 97.17% |
| VerifyMe Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.40 |
| Beta (5Y) | 0.815 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.94% |
| Historical Sharpe Ratio (5Y) | -0.4168 |
| Historical Sortino (5Y) | -0.8086 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.10% |