Nuzee Inc (NUZE)
1.42
-0.04
(-3.07%)
USD |
NASDAQ |
May 06, 13:41
Nuzee Max Drawdown (5Y): 99.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.94% |
| March 31, 2024 | 99.94% |
| February 29, 2024 | 99.92% |
| January 31, 2024 | 99.92% |
| December 31, 2023 | 99.91% |
| November 30, 2023 | 99.89% |
| October 31, 2023 | 99.87% |
| September 30, 2023 | 99.66% |
| August 31, 2023 | 99.64% |
| July 31, 2023 | 99.62% |
| June 30, 2023 | 99.62% |
| May 31, 2023 | 99.62% |
| April 30, 2023 | 99.62% |
| March 31, 2023 | 99.62% |
| February 28, 2023 | 99.62% |
| January 31, 2023 | 99.62% |
| December 31, 2022 | 99.62% |
| November 30, 2022 | 99.52% |
| October 31, 2022 | 99.48% |
| September 30, 2022 | 99.48% |
| August 31, 2022 | 98.87% |
| July 31, 2022 | 98.58% |
| June 30, 2022 | 98.58% |
| May 31, 2022 | 97.97% |
| April 30, 2022 | 97.35% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.80% |
| February 28, 2022 | 96.80% |
| January 31, 2022 | 96.80% |
| December 31, 2021 | 96.80% |
| November 30, 2021 | 96.80% |
| October 31, 2021 | 96.80% |
| September 30, 2021 | 96.38% |
| August 31, 2021 | 96.32% |
| July 31, 2021 | 95.50% |
| June 30, 2021 | 95.50% |
| May 31, 2021 | 95.50% |
| April 30, 2021 | 95.12% |
| March 31, 2021 | 94.18% |
| February 28, 2021 | 91.58% |
| January 31, 2021 | 91.58% |
| December 31, 2020 | 91.58% |
| November 30, 2020 | 91.58% |
| October 31, 2020 | 91.58% |
| September 30, 2020 | 91.58% |
| August 31, 2020 | 91.58% |
| July 31, 2020 | 91.58% |
| June 30, 2020 | 91.58% |
| May 31, 2020 | 91.58% |
| April 30, 2020 | 85.00% |
| March 31, 2020 | 85.00% |
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
67.95%
Minimum
May 2019
99.94%
Maximum
Apr 2024
91.67%
Average
96.80%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Smart for Life Inc | -- |
| Acme United Corp | 52.48% |
| Bridgford Foods Corp | 71.79% |
| Better Choice Co Inc | 99.85% |
| Laird Superfood Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -94.55 |
| Beta (5Y) | 1.782 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.2% |
| Historical Sharpe Ratio (5Y) | -0.6321 |
| Historical Sortino (5Y) | -1.283 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.08% |