Nanophase Technologies Corp (NANX)
1.34
-0.01
(-0.74%)
USD |
OTCM |
May 01, 11:47
Nanophase Technologies Max Drawdown (5Y): 90.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.27% |
March 31, 2024 | 90.27% |
February 29, 2024 | 90.27% |
January 31, 2024 | 90.27% |
December 31, 2023 | 88.73% |
November 30, 2023 | 88.73% |
October 31, 2023 | 88.73% |
September 30, 2023 | 88.73% |
August 31, 2023 | 88.73% |
July 31, 2023 | 88.73% |
June 30, 2023 | 88.73% |
May 31, 2023 | 88.73% |
April 30, 2023 | 86.61% |
March 31, 2023 | 86.61% |
February 28, 2023 | 86.61% |
January 31, 2023 | 86.61% |
December 31, 2022 | 86.61% |
November 30, 2022 | 86.61% |
October 31, 2022 | 86.61% |
September 30, 2022 | 86.61% |
August 31, 2022 | 86.61% |
July 31, 2022 | 86.61% |
June 30, 2022 | 86.61% |
May 31, 2022 | 86.61% |
April 30, 2022 | 86.61% |
Date | Value |
---|---|
March 31, 2022 | 86.61% |
February 28, 2022 | 86.61% |
January 31, 2022 | 86.61% |
December 31, 2021 | 86.61% |
November 30, 2021 | 86.61% |
October 31, 2021 | 86.61% |
September 30, 2021 | 86.61% |
August 31, 2021 | 86.61% |
July 31, 2021 | 86.61% |
June 30, 2021 | 86.61% |
May 31, 2021 | 86.61% |
April 30, 2021 | 86.61% |
March 31, 2021 | 86.61% |
February 28, 2021 | 86.61% |
January 31, 2021 | 86.61% |
December 31, 2020 | 86.61% |
November 30, 2020 | 86.61% |
October 31, 2020 | 86.61% |
September 30, 2020 | 86.61% |
August 31, 2020 | 86.61% |
July 31, 2020 | 86.61% |
June 30, 2020 | 86.61% |
May 31, 2020 | 86.61% |
April 30, 2020 | 86.61% |
March 31, 2020 | 83.46% |
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
77.58%
Minimum
Nov 2019
90.27%
Maximum
Jan 2024
85.78%
Average
86.61%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Balchem Corp | 33.89% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.385 |
Beta (5Y) | 1.182 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.39% |
Historical Sharpe Ratio (5Y) | 0.1631 |
Historical Sortino (5Y) | 0.3961 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.47% |