Markray Corp (RVBR)
0.011
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Markray Max Drawdown (5Y): 97.57% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 97.57% |
April 30, 2024 | 97.57% |
March 31, 2024 | 96.79% |
February 29, 2024 | 96.79% |
January 31, 2024 | 96.79% |
December 31, 2023 | 96.79% |
November 30, 2023 | 96.79% |
October 31, 2023 | 96.79% |
September 30, 2023 | 96.79% |
August 31, 2023 | 96.79% |
July 31, 2023 | 96.79% |
June 30, 2023 | 96.79% |
May 31, 2023 | 96.79% |
April 30, 2023 | 96.79% |
March 31, 2023 | 96.79% |
February 28, 2023 | 96.79% |
January 31, 2023 | 96.79% |
December 31, 2022 | 96.79% |
November 30, 2022 | 96.79% |
October 31, 2022 | 96.79% |
September 30, 2022 | 96.79% |
August 31, 2022 | 96.79% |
July 31, 2022 | 96.79% |
June 30, 2022 | 96.79% |
May 31, 2022 | 96.79% |
Date | Value |
---|---|
April 30, 2022 | 96.79% |
March 31, 2022 | 96.79% |
February 28, 2022 | 96.79% |
January 31, 2022 | 96.79% |
December 31, 2021 | 96.79% |
November 30, 2021 | 96.79% |
October 31, 2021 | 96.79% |
September 30, 2021 | 96.79% |
August 31, 2021 | 96.79% |
July 31, 2021 | 96.79% |
June 30, 2021 | 96.79% |
May 31, 2021 | 96.79% |
April 30, 2021 | 96.79% |
March 31, 2021 | 96.79% |
February 28, 2021 | 96.79% |
January 31, 2021 | 96.79% |
December 31, 2020 | 96.79% |
November 30, 2020 | 95.41% |
October 31, 2020 | 95.41% |
September 30, 2020 | 95.41% |
August 31, 2020 | 95.41% |
July 31, 2020 | 95.41% |
June 30, 2020 | 95.41% |
May 31, 2020 | 92.48% |
April 30, 2020 | 91.28% |
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
91.28%
Minimum
Mar 2020
99.83%
Maximum
Jun 2019
96.78%
Average
96.79%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
Coca-Cola Consolidated Inc | 51.71% |
Keurig Dr Pepper Inc | 36.87% |
National Beverage Corp | 69.56% |
PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.22 |
Beta (5Y) | -0.6745 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 265.2% |
Historical Sharpe Ratio (5Y) | -0.1036 |
Historical Sortino (5Y) | -0.437 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.82% |