MetaWorks Platforms Inc (MWRK)
0.02
0.00 (0.00%)
USD |
OTCM |
May 08, 15:34
MetaWorks Platforms Max Drawdown (5Y): 99.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.67% |
| March 31, 2024 | 99.67% |
| February 29, 2024 | 99.67% |
| January 31, 2024 | 99.67% |
| December 31, 2023 | 99.67% |
| November 30, 2023 | 99.42% |
| October 31, 2023 | 99.42% |
| September 30, 2023 | 99.42% |
| August 31, 2023 | 99.42% |
| July 31, 2023 | 99.42% |
| June 30, 2023 | 99.42% |
| May 31, 2023 | 99.42% |
| April 30, 2023 | 99.42% |
| March 31, 2023 | 99.42% |
| February 28, 2023 | 99.42% |
| January 31, 2023 | 99.42% |
| December 31, 2022 | 99.42% |
| November 30, 2022 | 98.84% |
| October 31, 2022 | 98.55% |
| September 30, 2022 | 98.55% |
| August 31, 2022 | 98.26% |
| July 31, 2022 | 98.26% |
| June 30, 2022 | 97.98% |
| May 31, 2022 | 97.40% |
| April 30, 2022 | 97.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.23% |
| February 28, 2022 | 97.23% |
| January 31, 2022 | 97.23% |
| December 31, 2021 | 97.23% |
| November 30, 2021 | 97.23% |
| October 31, 2021 | 97.23% |
| September 30, 2021 | 97.23% |
| August 31, 2021 | 97.23% |
| July 31, 2021 | 97.23% |
| June 30, 2021 | 97.23% |
| May 31, 2021 | 97.23% |
| April 30, 2021 | 97.23% |
| March 31, 2021 | 97.23% |
| February 28, 2021 | 97.23% |
| January 31, 2021 | 97.23% |
| December 31, 2020 | 97.23% |
| November 30, 2020 | 97.23% |
| October 31, 2020 | 97.23% |
| September 30, 2020 | 97.23% |
| August 31, 2020 | 97.23% |
| July 31, 2020 | 97.23% |
| June 30, 2020 | 97.23% |
| May 31, 2020 | 97.23% |
| April 30, 2020 | 96.10% |
| March 31, 2020 | 95.96% |
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
80.00%
Minimum
May 2019
99.67%
Maximum
Dec 2023
96.48%
Average
97.23%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| American Software Inc | 68.64% |
| Issuer Direct Corp | 64.52% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -78.86 |
| Beta (5Y) | 3.505 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 332.8% |
| Historical Sharpe Ratio (5Y) | -0.1196 |
| Historical Sortino (5Y) | -0.7874 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.49% |