OTC Markets Group Inc (OTCM)
52.18
-0.01
(-0.02%)
USD |
OTCM |
May 03, 16:00
OTC Markets Group Max Drawdown (5Y): 39.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.89% |
March 31, 2024 | 39.89% |
February 29, 2024 | 39.89% |
January 31, 2024 | 39.89% |
December 31, 2023 | 39.89% |
November 30, 2023 | 39.89% |
October 31, 2023 | 39.89% |
September 30, 2023 | 39.89% |
August 31, 2023 | 39.89% |
July 31, 2023 | 39.89% |
June 30, 2023 | 39.89% |
May 31, 2023 | 39.89% |
April 30, 2023 | 39.89% |
March 31, 2023 | 39.89% |
February 28, 2023 | 39.89% |
January 31, 2023 | 39.89% |
December 31, 2022 | 39.89% |
November 30, 2022 | 39.89% |
October 31, 2022 | 39.89% |
September 30, 2022 | 39.89% |
August 31, 2022 | 39.89% |
July 31, 2022 | 39.89% |
June 30, 2022 | 39.89% |
May 31, 2022 | 39.89% |
April 30, 2022 | 39.89% |
Date | Value |
---|---|
March 31, 2022 | 39.89% |
February 28, 2022 | 39.89% |
January 31, 2022 | 39.89% |
December 31, 2021 | 39.89% |
November 30, 2021 | 39.89% |
October 31, 2021 | 39.89% |
September 30, 2021 | 39.89% |
August 31, 2021 | 39.89% |
July 31, 2021 | 39.89% |
June 30, 2021 | 39.89% |
May 31, 2021 | 39.89% |
April 30, 2021 | 39.89% |
March 31, 2021 | 39.89% |
February 28, 2021 | 39.89% |
January 31, 2021 | 39.89% |
December 31, 2020 | 39.89% |
November 30, 2020 | 39.89% |
October 31, 2020 | 39.89% |
September 30, 2020 | 39.89% |
August 31, 2020 | 39.89% |
July 31, 2020 | 39.89% |
June 30, 2020 | 39.89% |
May 31, 2020 | 39.89% |
April 30, 2020 | 39.89% |
March 31, 2020 | 39.89% |
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
25.70%
Minimum
May 2019
39.89%
Maximum
Mar 2020
37.53%
Average
39.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CME Group Inc | 37.34% |
Morningstar Inc | 49.91% |
Nasdaq Inc | 38.28% |
Value Line Inc | 67.14% |
Coinbase Global Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.136 |
Beta (5Y) | 0.6386 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.82% |
Historical Sharpe Ratio (5Y) | 0.4132 |
Historical Sortino (5Y) | 0.6174 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.98% |