New Momentum Corp (NNAX)
0.0007
0.00 (0.00%)
USD |
OTCM |
May 08, 13:33
New Momentum Max Drawdown (5Y): 99.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.98% |
| March 31, 2024 | 99.98% |
| February 29, 2024 | 99.98% |
| January 31, 2024 | 99.98% |
| December 31, 2023 | 99.98% |
| November 30, 2023 | 99.96% |
| October 31, 2023 | 99.95% |
| September 30, 2023 | 99.92% |
| August 31, 2023 | 99.92% |
| July 31, 2023 | 99.89% |
| June 30, 2023 | 99.86% |
| May 31, 2023 | 99.86% |
| April 30, 2023 | 99.84% |
| March 31, 2023 | 99.82% |
| February 28, 2023 | 99.76% |
| January 31, 2023 | 99.66% |
| December 31, 2022 | 99.50% |
| November 30, 2022 | 99.40% |
| October 31, 2022 | 99.40% |
| September 30, 2022 | 99.40% |
| August 31, 2022 | 99.40% |
| July 31, 2022 | 99.40% |
| June 30, 2022 | 99.40% |
| May 31, 2022 | 99.40% |
| April 30, 2022 | 99.40% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.34% |
| February 28, 2022 | 99.25% |
| January 31, 2022 | 99.10% |
| December 31, 2021 | 99.00% |
| November 30, 2021 | 98.60% |
| October 31, 2021 | 98.60% |
| September 30, 2021 | 96.50% |
| August 31, 2021 | 93.48% |
| July 31, 2021 | 89.50% |
| June 30, 2021 | 89.50% |
| May 31, 2021 | 89.50% |
| April 30, 2021 | 89.50% |
| March 31, 2021 | 89.50% |
| February 28, 2021 | 89.50% |
| January 31, 2021 | 89.50% |
| December 31, 2020 | 89.50% |
| November 30, 2020 | 89.50% |
| October 31, 2020 | 89.50% |
| September 30, 2020 | 89.50% |
| August 31, 2020 | 96.67% |
| July 31, 2020 | 96.67% |
| June 30, 2020 | 96.67% |
| May 31, 2020 | 96.67% |
| April 30, 2020 | 96.67% |
| March 31, 2020 | 96.67% |
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
89.50%
Minimum
Sep 2020
99.98%
Maximum
Jan 2024
96.80%
Average
98.60%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Expedia Group Inc | 70.50% |
| Lindblad Expeditions Holdings Inc | 83.16% |
| Online Vacation Center Holdings Corp | 92.70% |
| Airbnb Inc | -- |
| Inspirato Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -67.65 |
| Beta (5Y) | -0.5614 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 244.7% |
| Historical Sharpe Ratio (5Y) | -0.302 |
| Historical Sortino (5Y) | -0.8912 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 74.09% |