NUGL Inc (NUGL)
0.0057
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
NUGL Max Drawdown (5Y): 99.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.91% |
| March 31, 2024 | 99.91% |
| February 29, 2024 | 99.91% |
| January 31, 2024 | 99.91% |
| December 31, 2023 | 99.91% |
| November 30, 2023 | 99.88% |
| October 31, 2023 | 99.76% |
| September 30, 2023 | 99.70% |
| August 31, 2023 | 99.70% |
| July 31, 2023 | 99.70% |
| June 30, 2023 | 99.70% |
| May 31, 2023 | 99.70% |
| April 30, 2023 | 99.70% |
| March 31, 2023 | 99.70% |
| February 28, 2023 | 99.70% |
| January 31, 2023 | 99.70% |
| December 31, 2022 | 99.66% |
| November 30, 2022 | 99.21% |
| October 31, 2022 | 99.21% |
| September 30, 2022 | 99.06% |
| August 31, 2022 | 99.06% |
| July 31, 2022 | 99.06% |
| June 30, 2022 | 99.06% |
| May 31, 2022 | 99.06% |
| April 30, 2022 | 99.06% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.06% |
| February 28, 2022 | 99.00% |
| January 31, 2022 | 99.00% |
| December 31, 2021 | 98.99% |
| November 30, 2021 | 98.93% |
| October 31, 2021 | 98.98% |
| September 30, 2021 | 98.98% |
| August 31, 2021 | 99.44% |
| July 31, 2021 | 99.44% |
| June 30, 2021 | 99.44% |
| May 31, 2021 | 99.44% |
| April 30, 2021 | 99.44% |
| March 31, 2021 | 99.44% |
| February 28, 2021 | 99.97% |
| January 31, 2021 | 99.97% |
| December 31, 2020 | 99.97% |
| November 30, 2020 | 99.97% |
| October 31, 2020 | 99.97% |
| September 30, 2020 | 99.97% |
| August 31, 2020 | 99.97% |
| July 31, 2020 | 99.98% |
| June 30, 2020 | 99.99% |
| May 31, 2020 | 100.00% |
| April 30, 2020 | 100.00% |
| March 31, 2020 | 100.00% |
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
98.93%
Minimum
Nov 2021
100.00%
Maximum
May 2019
99.64%
Average
99.70%
Median
Jan 2023
Max Drawdown (5Y) Benchmarks
| comScore Inc | 97.85% |
| Groupon Inc | 97.18% |
| Meta Platforms Inc | 76.74% |
| Zedge Inc | 91.40% |
| Thryv Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -68.14 |
| Beta (5Y) | 0.0179 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 135.1% |
| Historical Sharpe Ratio (5Y) | -0.5028 |
| Historical Sortino (5Y) | -1.296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.57% |