Ten Sixty Four Ltd (MDSMF)
0.05
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Ten Sixty Four Max Drawdown (5Y): 99.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 97.05% |
| October 31, 2023 | 91.17% |
| September 30, 2023 | 90.78% |
| August 31, 2023 | 90.78% |
| July 31, 2023 | 90.78% |
| June 30, 2023 | 90.78% |
| May 31, 2023 | 90.78% |
| April 30, 2023 | 90.78% |
| March 31, 2023 | 90.78% |
| February 28, 2023 | 90.78% |
| January 31, 2023 | 90.78% |
| December 31, 2022 | 90.78% |
| November 30, 2022 | 93.03% |
| October 31, 2022 | 93.16% |
| September 30, 2022 | 94.61% |
| August 31, 2022 | 94.91% |
| July 31, 2022 | 96.41% |
| June 30, 2022 | 96.50% |
| May 31, 2022 | 96.62% |
| April 30, 2022 | 96.90% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.90% |
| February 28, 2022 | 96.90% |
| January 31, 2022 | 96.90% |
| December 31, 2021 | 96.90% |
| November 30, 2021 | 96.90% |
| October 31, 2021 | 96.90% |
| September 30, 2021 | 96.90% |
| August 31, 2021 | 96.90% |
| July 31, 2021 | 96.90% |
| June 30, 2021 | 96.90% |
| May 31, 2021 | 96.90% |
| April 30, 2021 | 96.90% |
| March 31, 2021 | 96.90% |
| February 28, 2021 | 96.90% |
| January 31, 2021 | 96.90% |
| December 31, 2020 | 96.90% |
| November 30, 2020 | 97.15% |
| October 31, 2020 | 97.48% |
| September 30, 2020 | 97.59% |
| August 31, 2020 | 97.59% |
| July 31, 2020 | 97.59% |
| June 30, 2020 | 97.59% |
| May 31, 2020 | 97.59% |
| April 30, 2020 | 97.59% |
| March 31, 2020 | 97.59% |
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
90.78%
Minimum
Dec 2022
99.99%
Maximum
Dec 2023
96.03%
Average
96.90%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
| Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -700.19 |
| Beta (5Y) | 60.30 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.40K% |
| Historical Sharpe Ratio (5Y) | -0.0013 |
| Historical Sortino (5Y) | -0.3186 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 61.68% |