Nitches Inc (NICH)
0.0004
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Nitches Max Drawdown (5Y): 99.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.95% |
March 31, 2024 | 99.95% |
February 29, 2024 | 99.92% |
January 31, 2024 | 99.92% |
December 31, 2023 | 99.92% |
November 30, 2023 | 99.92% |
October 31, 2023 | 99.92% |
September 30, 2023 | 99.88% |
August 31, 2023 | 99.80% |
July 31, 2023 | 99.78% |
June 30, 2023 | 99.78% |
May 31, 2023 | 99.75% |
April 30, 2023 | 99.75% |
March 31, 2023 | 99.52% |
February 28, 2023 | 99.17% |
January 31, 2023 | 99.17% |
December 31, 2022 | 99.17% |
November 30, 2022 | 99.17% |
October 31, 2022 | 99.17% |
September 30, 2022 | 98.87% |
August 31, 2022 | 97.71% |
July 31, 2022 | 97.71% |
June 30, 2022 | 97.71% |
May 31, 2022 | 97.71% |
April 30, 2022 | 97.71% |
Date | Value |
---|---|
March 31, 2022 | 97.71% |
February 28, 2022 | 97.71% |
January 31, 2022 | 97.71% |
December 31, 2021 | 97.71% |
November 30, 2021 | 97.71% |
October 31, 2021 | 97.71% |
September 30, 2021 | 97.71% |
August 31, 2021 | 97.71% |
July 31, 2021 | 97.71% |
June 30, 2021 | 97.71% |
May 31, 2021 | 97.71% |
April 30, 2021 | 97.71% |
March 31, 2021 | 97.71% |
February 28, 2021 | 97.71% |
January 31, 2021 | 97.71% |
December 31, 2020 | 97.71% |
November 30, 2020 | 97.71% |
October 31, 2020 | 97.71% |
September 30, 2020 | 97.71% |
August 31, 2020 | 97.71% |
July 31, 2020 | 97.71% |
June 30, 2020 | 97.71% |
May 31, 2020 | 97.71% |
April 30, 2020 | 97.71% |
March 31, 2020 | 97.71% |
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
97.71%
Minimum
May 2019
99.95%
Maximum
Mar 2024
98.35%
Average
97.71%
Median
May 2019
Max Drawdown (5Y) Benchmarks
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Columbia Sportswear Co | 47.22% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -83.08 |
Beta (5Y) | 2.401 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 291.4% |
Historical Sharpe Ratio (5Y) | -0.1933 |
Historical Sortino (5Y) | -0.7137 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 67.72% |