Signal Advance Inc (SIGL)
0.0736
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Signal Advance Max Drawdown (5Y): 99.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.84% |
| March 31, 2024 | 99.84% |
| February 29, 2024 | 99.84% |
| January 31, 2024 | 99.84% |
| December 31, 2023 | 99.84% |
| November 30, 2023 | 99.84% |
| October 31, 2023 | 99.84% |
| September 30, 2023 | 99.83% |
| August 31, 2023 | 99.72% |
| July 31, 2023 | 99.72% |
| June 30, 2023 | 99.72% |
| May 31, 2023 | 99.72% |
| April 30, 2023 | 99.72% |
| March 31, 2023 | 99.72% |
| February 28, 2023 | 99.72% |
| January 31, 2023 | 99.72% |
| December 31, 2022 | 99.72% |
| November 30, 2022 | 99.66% |
| October 31, 2022 | 99.61% |
| September 30, 2022 | 99.59% |
| August 31, 2022 | 99.59% |
| July 31, 2022 | 99.28% |
| June 30, 2022 | 99.28% |
| May 31, 2022 | 99.28% |
| April 30, 2022 | 99.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.28% |
| February 28, 2022 | 99.28% |
| January 31, 2022 | 99.28% |
| December 31, 2021 | 99.28% |
| November 30, 2021 | 98.71% |
| October 31, 2021 | 98.33% |
| September 30, 2021 | 98.33% |
| August 31, 2021 | 98.33% |
| July 31, 2021 | 98.33% |
| June 30, 2021 | 98.33% |
| May 31, 2021 | 98.33% |
| April 30, 2021 | 98.33% |
| March 31, 2021 | 98.33% |
| February 28, 2021 | 98.33% |
| January 31, 2021 | 98.33% |
| December 31, 2020 | 98.33% |
| November 30, 2020 | 98.33% |
| October 31, 2020 | 98.33% |
| September 30, 2020 | 98.33% |
| August 31, 2020 | 98.33% |
| July 31, 2020 | 98.33% |
| June 30, 2020 | 98.33% |
| May 31, 2020 | 98.33% |
| April 30, 2020 | 98.33% |
| March 31, 2020 | 98.33% |
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
98.33%
Minimum
May 2019
99.84%
Maximum
Oct 2023
98.96%
Average
98.52%
Median
Max Drawdown (5Y) Benchmarks
| Ryvyl Inc | 99.38% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Castellum Inc | 99.95% |
| BM Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4881 |
| Beta (5Y) | -1.718 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.22K% |
| Historical Sharpe Ratio (5Y) | -0.0153 |
| Historical Sortino (5Y) | -0.3419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.18% |