DeepMarkit Corp (MKTDF)
0.129
0.00 (0.00%)
USD |
OTCM |
May 20, 16:00
DeepMarkit Max Drawdown (5Y): 99.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.63% |
March 31, 2024 | 99.63% |
February 29, 2024 | 99.63% |
January 31, 2024 | 99.63% |
December 31, 2023 | 99.56% |
November 30, 2023 | 99.36% |
October 31, 2023 | 99.34% |
September 30, 2023 | 99.34% |
August 31, 2023 | 99.34% |
July 31, 2023 | 99.34% |
June 30, 2023 | 99.34% |
May 31, 2023 | 99.34% |
April 30, 2023 | 99.34% |
March 31, 2023 | 99.34% |
February 28, 2023 | 99.34% |
January 31, 2023 | 99.34% |
December 31, 2022 | 99.34% |
November 30, 2022 | 99.34% |
October 31, 2022 | 99.34% |
September 30, 2022 | 99.34% |
August 31, 2022 | 99.34% |
July 31, 2022 | 99.34% |
June 30, 2022 | 99.34% |
May 31, 2022 | 99.34% |
April 30, 2022 | 99.34% |
Date | Value |
---|---|
March 31, 2022 | 99.34% |
February 28, 2022 | 99.34% |
January 31, 2022 | 99.34% |
December 31, 2021 | 99.34% |
November 30, 2021 | 99.34% |
October 31, 2021 | 99.34% |
September 30, 2021 | 99.34% |
August 31, 2021 | 99.34% |
July 31, 2021 | 99.34% |
June 30, 2021 | 99.34% |
May 31, 2021 | 99.34% |
April 30, 2021 | 99.34% |
March 31, 2021 | 99.34% |
February 28, 2021 | 99.34% |
January 31, 2021 | 99.34% |
December 31, 2020 | 99.34% |
November 30, 2020 | 99.34% |
October 31, 2020 | 99.34% |
September 30, 2020 | 99.34% |
August 31, 2020 | 99.34% |
July 31, 2020 | 99.34% |
June 30, 2020 | 99.34% |
May 31, 2020 | 99.34% |
April 30, 2020 | 99.28% |
March 31, 2020 | 99.28% |
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
98.45%
Minimum
May 2019
99.63%
Maximum
Jan 2024
99.25%
Average
99.34%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Skkynet Cloud Systems Inc | 93.18% |
BYND Cannasoft Enterprises Inc | -- |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -55.52 |
Beta (5Y) | -0.0784 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 146.3% |
Historical Sharpe Ratio (5Y) | -0.3855 |
Historical Sortino (5Y) | -0.8577 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.28% |