SmartMetric Inc (SMME)
0.0003
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
SmartMetric Max Drawdown (5Y): 99.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.70% |
| March 31, 2024 | 99.70% |
| February 29, 2024 | 99.70% |
| January 31, 2024 | 99.70% |
| December 31, 2023 | 99.62% |
| November 30, 2023 | 99.62% |
| October 31, 2023 | 99.43% |
| September 30, 2023 | 99.33% |
| August 31, 2023 | 99.24% |
| July 31, 2023 | 99.24% |
| June 30, 2023 | 99.24% |
| May 31, 2023 | 99.16% |
| April 30, 2023 | 99.05% |
| March 31, 2023 | 99.05% |
| February 28, 2023 | 99.05% |
| January 31, 2023 | 99.05% |
| December 31, 2022 | 99.05% |
| November 30, 2022 | 99.05% |
| October 31, 2022 | 99.05% |
| September 30, 2022 | 98.66% |
| August 31, 2022 | 97.81% |
| July 31, 2022 | 97.23% |
| June 30, 2022 | 95.32% |
| May 31, 2022 | 94.75% |
| April 30, 2022 | 93.87% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.87% |
| February 28, 2022 | 93.87% |
| January 31, 2022 | 93.87% |
| December 31, 2021 | 93.87% |
| November 30, 2021 | 93.87% |
| October 31, 2021 | 93.87% |
| September 30, 2021 | 93.87% |
| August 31, 2021 | 93.87% |
| July 31, 2021 | 93.87% |
| June 30, 2021 | 93.87% |
| May 31, 2021 | 93.87% |
| April 30, 2021 | 93.87% |
| March 31, 2021 | 93.87% |
| February 28, 2021 | 93.87% |
| January 31, 2021 | 93.87% |
| December 31, 2020 | 94.78% |
| November 30, 2020 | 94.78% |
| October 31, 2020 | 94.78% |
| September 30, 2020 | 94.78% |
| August 31, 2020 | 94.78% |
| July 31, 2020 | 94.78% |
| June 30, 2020 | 94.78% |
| May 31, 2020 | 94.78% |
| April 30, 2020 | 94.78% |
| March 31, 2020 | 94.78% |
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
93.87%
Minimum
Jan 2021
99.70%
Maximum
Jan 2024
96.23%
Average
95.38%
Median
Max Drawdown (5Y) Benchmarks
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| American Software Inc | 68.64% |
| Issuer Direct Corp | 64.52% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.91 |
| Beta (5Y) | -0.993 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 158.8% |
| Historical Sharpe Ratio (5Y) | -0.4342 |
| Historical Sortino (5Y) | -1.168 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.08% |