SRAX Inc (SRAX)
0.15
+0.05
(+50.00%)
USD |
OTCM |
May 06, 16:00
SRAX Max Drawdown (5Y): 99.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.90% |
| March 31, 2024 | 99.90% |
| February 29, 2024 | 99.90% |
| January 31, 2024 | 99.90% |
| December 31, 2023 | 99.90% |
| November 30, 2023 | 99.41% |
| October 31, 2023 | 99.41% |
| September 30, 2023 | 99.41% |
| August 31, 2023 | 99.41% |
| July 31, 2023 | 96.92% |
| June 30, 2023 | 96.92% |
| May 31, 2023 | 96.33% |
| April 30, 2023 | 94.13% |
| March 31, 2023 | 93.99% |
| February 28, 2023 | 89.73% |
| January 31, 2023 | 89.73% |
| December 31, 2022 | 89.73% |
| November 30, 2022 | 89.73% |
| October 31, 2022 | 89.73% |
| September 30, 2022 | 89.73% |
| August 31, 2022 | 89.73% |
| July 31, 2022 | 89.73% |
| June 30, 2022 | 93.95% |
| May 31, 2022 | 93.95% |
| April 30, 2022 | 94.05% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.05% |
| February 28, 2022 | 94.05% |
| January 31, 2022 | 94.05% |
| December 31, 2021 | 94.05% |
| November 30, 2021 | 94.05% |
| October 31, 2021 | 94.05% |
| September 30, 2021 | 94.05% |
| August 31, 2021 | 94.05% |
| July 31, 2021 | 94.05% |
| June 30, 2021 | 94.05% |
| May 31, 2021 | 94.05% |
| April 30, 2021 | 94.05% |
| March 31, 2021 | 94.05% |
| February 28, 2021 | 94.05% |
| January 31, 2021 | 94.05% |
| December 31, 2020 | 94.05% |
| November 30, 2020 | 94.05% |
| October 31, 2020 | 94.05% |
| September 30, 2020 | 94.05% |
| August 31, 2020 | 94.05% |
| July 31, 2020 | 94.05% |
| June 30, 2020 | 94.05% |
| May 31, 2020 | 94.05% |
| April 30, 2020 | 94.05% |
| March 31, 2020 | 94.05% |
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
89.73%
Minimum
Jul 2022
99.90%
Maximum
Dec 2023
94.45%
Average
94.05%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Inuvo Inc | 95.07% |
| Marchex Inc | 77.31% |
| National CineMedia Inc | 98.63% |
| CMG Holdings Group Inc | 95.90% |
| Integral Ad Science Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -66.10 |
| Beta (5Y) | 1.468 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 384.1% |
| Historical Sharpe Ratio (5Y) | -0.1295 |
| Historical Sortino (5Y) | -0.7245 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 62.73% |