Nocopi Technologies Inc (NNUP)
2.60
-0.05
(-1.89%)
USD |
OTCM |
May 02, 16:00
Nocopi Technologies Max Drawdown (5Y): 61.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.54% |
| March 31, 2024 | 61.54% |
| February 29, 2024 | 61.54% |
| January 31, 2024 | 61.54% |
| December 31, 2023 | 61.54% |
| November 30, 2023 | 61.54% |
| October 31, 2023 | 61.54% |
| September 30, 2023 | 71.57% |
| August 31, 2023 | 74.57% |
| July 31, 2023 | 74.57% |
| June 30, 2023 | 74.57% |
| May 31, 2023 | 74.57% |
| April 30, 2023 | 74.57% |
| March 31, 2023 | 74.57% |
| February 28, 2023 | 74.57% |
| January 31, 2023 | 74.57% |
| December 31, 2022 | 81.79% |
| November 30, 2022 | 81.79% |
| October 31, 2022 | 81.79% |
| September 30, 2022 | 81.79% |
| August 31, 2022 | 81.79% |
| July 31, 2022 | 81.79% |
| June 30, 2022 | 84.21% |
| May 31, 2022 | 84.21% |
| April 30, 2022 | 84.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.21% |
| February 28, 2022 | 84.21% |
| January 31, 2022 | 84.21% |
| December 31, 2021 | 87.86% |
| November 30, 2021 | 87.86% |
| October 31, 2021 | 87.86% |
| September 30, 2021 | 93.14% |
| August 31, 2021 | 93.57% |
| July 31, 2021 | 93.57% |
| June 30, 2021 | 93.57% |
| May 31, 2021 | 94.57% |
| April 30, 2021 | 94.57% |
| March 31, 2021 | 94.57% |
| February 28, 2021 | 94.57% |
| January 31, 2021 | 94.57% |
| December 31, 2020 | 94.57% |
| November 30, 2020 | 95.00% |
| October 31, 2020 | 95.71% |
| September 30, 2020 | 97.50% |
| August 31, 2020 | 97.50% |
| July 31, 2020 | 97.50% |
| June 30, 2020 | 97.50% |
| May 31, 2020 | 97.50% |
| April 30, 2020 | 97.50% |
| March 31, 2020 | 97.50% |
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
61.54%
Minimum
Oct 2023
97.50%
Maximum
May 2019
85.80%
Average
87.86%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Century Aluminum Co | 87.51% |
| 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) | 41.32 |
| Beta (5Y) | 0.3304 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.24% |
| Historical Sharpe Ratio (5Y) | 0.5471 |
| Historical Sortino (5Y) | 1.563 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.89% |