Movement Industries Corp (MVNT)
0.029
+0.01
(+81.25%)
USD |
OTCM |
May 20, 16:00
Movement Industries Max Drawdown (5Y): 95.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.38% |
| March 31, 2024 | 95.38% |
| February 29, 2024 | 95.38% |
| January 31, 2024 | 95.38% |
| December 31, 2023 | 95.38% |
| November 30, 2023 | 95.38% |
| October 31, 2023 | 95.38% |
| September 30, 2023 | 95.38% |
| August 31, 2023 | 95.38% |
| July 31, 2023 | 95.38% |
| June 30, 2023 | 95.38% |
| May 31, 2023 | 95.38% |
| April 30, 2023 | 95.38% |
| March 31, 2023 | 95.38% |
| February 28, 2023 | 93.85% |
| January 31, 2023 | 93.85% |
| December 31, 2022 | 93.13% |
| November 30, 2022 | 91.51% |
| October 31, 2022 | 91.03% |
| September 30, 2022 | 91.03% |
| August 31, 2022 | 91.03% |
| July 31, 2022 | 88.31% |
| June 30, 2022 | 88.24% |
| May 31, 2022 | 88.24% |
| April 30, 2022 | 88.24% |
| Date | Value |
|---|---|
| March 31, 2022 | 88.24% |
| February 28, 2022 | 88.24% |
| January 31, 2022 | 94.44% |
| December 31, 2021 | 94.44% |
| November 30, 2021 | 95.00% |
| October 31, 2021 | 95.00% |
| September 30, 2021 | 95.00% |
| August 31, 2021 | 95.00% |
| July 31, 2021 | 95.00% |
| June 30, 2021 | 95.00% |
| May 31, 2021 | 95.00% |
| April 30, 2021 | 95.00% |
| March 31, 2021 | 95.35% |
| February 28, 2021 | 96.00% |
| January 31, 2021 | 97.44% |
| December 31, 2020 | 97.44% |
| November 30, 2020 | 97.44% |
| October 31, 2020 | 97.44% |
| September 30, 2020 | 98.29% |
| August 31, 2020 | 98.29% |
| July 31, 2020 | 98.29% |
| June 30, 2020 | 98.82% |
| May 31, 2020 | 98.82% |
| April 30, 2020 | 98.82% |
| March 31, 2020 | 98.82% |
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
88.24%
Minimum
Feb 2022
98.82%
Maximum
May 2019
95.31%
Average
95.38%
Median
Mar 2023
Max Drawdown (5Y) Benchmarks
| Voya Financial Inc | 52.15% |
| Ever Harvest International Group Inc | 99.97% |
| Thunder Energies Corp | 99.99% |
| Northern Trust Corp | 50.00% |
| LendingTree Inc | 97.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.51 |
| Beta (5Y) | 0.7585 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 150.0% |
| Historical Sharpe Ratio (5Y) | -0.0604 |
| Historical Sortino (5Y) | -0.1976 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.03% |