Network-1 Technologies Inc (NTIP)
1.92
0.00 (0.00%)
USD |
NYAM |
May 03, 16:00
1.93
+0.01
(+0.52%)
After-Hours: 20:00
Network-1 Technologies Max Drawdown (5Y): 58.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.59% |
March 31, 2024 | 58.59% |
February 29, 2024 | 58.59% |
January 31, 2024 | 58.59% |
December 31, 2023 | 58.59% |
November 30, 2023 | 58.59% |
October 31, 2023 | 58.59% |
September 30, 2023 | 58.59% |
August 31, 2023 | 58.59% |
July 31, 2023 | 58.59% |
June 30, 2023 | 58.59% |
May 31, 2023 | 58.59% |
April 30, 2023 | 58.59% |
March 31, 2023 | 58.59% |
February 28, 2023 | 58.59% |
January 31, 2023 | 58.59% |
December 31, 2022 | 58.59% |
November 30, 2022 | 58.59% |
October 31, 2022 | 58.59% |
September 30, 2022 | 58.59% |
August 31, 2022 | 58.59% |
July 31, 2022 | 58.59% |
June 30, 2022 | 58.59% |
May 31, 2022 | 58.59% |
April 30, 2022 | 58.59% |
Date | Value |
---|---|
March 31, 2022 | 58.59% |
February 28, 2022 | 58.59% |
January 31, 2022 | 58.59% |
December 31, 2021 | 58.59% |
November 30, 2021 | 58.59% |
October 31, 2021 | 58.59% |
September 30, 2021 | 58.59% |
August 31, 2021 | 58.59% |
July 31, 2021 | 58.59% |
June 30, 2021 | 58.59% |
May 31, 2021 | 58.59% |
April 30, 2021 | 58.59% |
March 31, 2021 | 58.59% |
February 28, 2021 | 58.59% |
January 31, 2021 | 58.59% |
December 31, 2020 | 58.59% |
November 30, 2020 | 58.59% |
October 31, 2020 | 58.59% |
September 30, 2020 | 58.59% |
August 31, 2020 | 58.59% |
July 31, 2020 | 58.59% |
June 30, 2020 | 58.59% |
May 31, 2020 | 58.59% |
April 30, 2020 | 58.59% |
March 31, 2020 | 58.59% |
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
55.68%
Minimum
May 2019
58.59%
Maximum
Mar 2020
58.10%
Average
58.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kratos Defense & Security Solutions Inc | 72.74% |
Mercury Systems Inc | 71.73% |
AMMO Inc | 84.70% |
Astra Space Inc | -- |
Momentus Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.180 |
Beta (5Y) | 0.1707 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.63% |
Historical Sharpe Ratio (5Y) | -0.1331 |
Historical Sortino (5Y) | -0.2862 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |