RTS Oil Holdings Inc (RTSO)
0.0002
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
RTS Oil Holdings Max Drawdown (5Y): 99.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.97% |
April 30, 2024 | 99.97% |
March 31, 2024 | 99.97% |
February 29, 2024 | 99.97% |
January 31, 2024 | 99.97% |
December 31, 2023 | 99.97% |
November 30, 2023 | 99.97% |
October 31, 2023 | 99.97% |
September 30, 2023 | 99.97% |
August 31, 2023 | 99.97% |
July 31, 2023 | 99.97% |
June 30, 2023 | 99.97% |
May 31, 2023 | 98.63% |
April 30, 2023 | 98.63% |
March 31, 2023 | 98.63% |
February 28, 2023 | 98.63% |
January 31, 2023 | 98.63% |
December 31, 2022 | 98.63% |
November 30, 2022 | 98.63% |
October 31, 2022 | 98.63% |
September 30, 2022 | 98.63% |
August 31, 2022 | 98.63% |
July 31, 2022 | 98.63% |
June 30, 2022 | 98.63% |
May 31, 2022 | 98.63% |
Date | Value |
---|---|
April 30, 2022 | 98.63% |
March 31, 2022 | 98.63% |
February 28, 2022 | 98.63% |
January 31, 2022 | 98.63% |
December 31, 2021 | 98.63% |
November 30, 2021 | 98.63% |
October 31, 2021 | 98.63% |
September 30, 2021 | 98.63% |
August 31, 2021 | 98.63% |
July 31, 2021 | 98.63% |
June 30, 2021 | 98.63% |
May 31, 2021 | 98.63% |
April 30, 2021 | 98.63% |
March 31, 2021 | 98.63% |
February 28, 2021 | 98.63% |
January 31, 2021 | 98.63% |
December 31, 2020 | 98.63% |
November 30, 2020 | 98.63% |
October 31, 2020 | 98.63% |
September 30, 2020 | 98.63% |
August 31, 2020 | 98.63% |
July 31, 2020 | 98.63% |
June 30, 2020 | 98.63% |
May 31, 2020 | 98.63% |
April 30, 2020 | 98.63% |
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
98.63%
Minimum
Jun 2019
99.97%
Maximum
Jun 2023
98.90%
Average
98.63%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Arete Industries Inc | 99.99% |
Coil Tubing Technology Inc | 99.99% |
Vantage Drilling Co | 100.00% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -115.66 |
Beta (5Y) | 3.095 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 249.7% |
Historical Sharpe Ratio (5Y) | -0.2933 |
Historical Sortino (5Y) | -1.058 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |