RiskOn International Inc (ROII)
0.013
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
RiskOn International Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.98% |
| December 31, 2023 | 99.98% |
| November 30, 2023 | 99.96% |
| October 31, 2023 | 99.91% |
| September 30, 2023 | 99.90% |
| August 31, 2023 | 99.90% |
| July 31, 2023 | 99.89% |
| June 30, 2023 | 99.84% |
| May 31, 2023 | 99.82% |
| April 30, 2023 | 99.67% |
| March 31, 2023 | 99.54% |
| February 28, 2023 | 99.18% |
| January 31, 2023 | 99.18% |
| December 31, 2022 | 99.18% |
| November 30, 2022 | 98.14% |
| October 31, 2022 | 98.14% |
| September 30, 2022 | 98.14% |
| August 31, 2022 | 98.14% |
| July 31, 2022 | 98.14% |
| June 30, 2022 | 98.14% |
| May 31, 2022 | 98.14% |
| April 30, 2022 | 98.14% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.14% |
| February 28, 2022 | 98.14% |
| January 31, 2022 | 98.14% |
| December 31, 2021 | 98.14% |
| November 30, 2021 | 98.14% |
| October 31, 2021 | 98.14% |
| September 30, 2021 | 98.14% |
| August 31, 2021 | 98.14% |
| July 31, 2021 | 98.14% |
| June 30, 2021 | 98.14% |
| May 31, 2021 | 98.14% |
| April 30, 2021 | 98.14% |
| March 31, 2021 | 98.14% |
| February 28, 2021 | 98.14% |
| January 31, 2021 | 98.14% |
| December 31, 2020 | 98.14% |
| November 30, 2020 | 98.14% |
| October 31, 2020 | 98.14% |
| September 30, 2020 | 98.14% |
| August 31, 2020 | 98.14% |
| July 31, 2020 | 98.14% |
| June 30, 2020 | 98.14% |
| May 31, 2020 | 98.14% |
| April 30, 2020 | 98.14% |
| March 31, 2020 | 98.14% |
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
97.80%
Minimum
May 2019
100.00%
Maximum
Apr 2024
98.59%
Average
98.14%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| TechTarget Inc | 78.69% |
| Zillow Group Inc | 86.74% |
| Digital Ally Inc | 98.45% |
| The Arena Group Holdings Inc | 97.16% |
| Alphabet Inc | 44.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -94.35 |
| Beta (5Y) | 0.8961 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 166.0% |
| Historical Sharpe Ratio (5Y) | -0.5083 |
| Historical Sortino (5Y) | -1.259 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 62.64% |