Netcapital Inc (NCPL)
0.13
0.00 (0.00%)
USD |
NASDAQ |
Apr 26, 16:00
0.13
0.00 (0.00%)
After-Hours: 20:00
Netcapital Max Drawdown (5Y): 99.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 99.58% |
February 29, 2024 | 99.53% |
January 31, 2024 | 99.40% |
December 31, 2023 | 99.33% |
November 30, 2023 | 99.08% |
October 31, 2023 | 98.82% |
September 30, 2023 | 98.61% |
August 31, 2023 | 98.26% |
July 31, 2023 | 97.74% |
June 30, 2023 | 97.56% |
May 31, 2023 | 97.56% |
April 30, 2023 | 97.56% |
March 31, 2023 | 97.56% |
February 28, 2023 | 97.56% |
January 31, 2023 | 97.56% |
December 31, 2022 | 97.56% |
November 30, 2022 | 97.56% |
October 31, 2022 | 97.56% |
September 30, 2022 | 97.56% |
August 31, 2022 | 97.56% |
July 31, 2022 | 97.56% |
June 30, 2022 | 97.56% |
May 31, 2022 | 97.56% |
April 30, 2022 | 97.56% |
March 31, 2022 | 97.56% |
Date | Value |
---|---|
February 28, 2022 | 97.56% |
January 31, 2022 | 97.56% |
December 31, 2021 | 97.56% |
November 30, 2021 | 98.60% |
October 31, 2021 | 98.60% |
September 30, 2021 | 99.20% |
August 31, 2021 | 99.20% |
July 31, 2021 | 99.20% |
June 30, 2021 | 99.20% |
May 31, 2021 | 99.20% |
April 30, 2021 | 99.20% |
March 31, 2021 | 99.20% |
February 28, 2021 | 99.20% |
January 31, 2021 | 99.20% |
December 31, 2020 | 99.20% |
November 30, 2020 | 99.20% |
October 31, 2020 | 99.20% |
September 30, 2020 | 99.20% |
August 31, 2020 | 99.20% |
July 31, 2020 | 99.20% |
June 30, 2020 | 99.20% |
May 31, 2020 | 99.20% |
April 30, 2020 | 99.20% |
March 31, 2020 | 99.20% |
February 29, 2020 | 99.20% |
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
97.56%
Minimum
Dec 2021
99.58%
Maximum
Mar 2024
98.62%
Average
99.20%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Oxford Square Capital Corp | 67.03% |
Prospect Capital Corp | 43.97% |
New Mountain Finance Corp | 64.05% |
The Marygold Companies Inc | 83.67% |
Cleanspark Inc | 98.56% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -61.94 |
Beta (5Y) | 0.5363 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 122.2% |
Historical Sharpe Ratio (5Y) | -0.4494 |
Historical Sortino (5Y) | -1.177 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.15% |