Taoping Inc (TAOP)
1.05
-0.03
(-2.78%)
USD |
NASDAQ |
May 02, 10:50
Taoping Max Drawdown (5Y): 99.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.41% |
March 31, 2024 | 99.41% |
February 29, 2024 | 99.41% |
January 31, 2024 | 99.41% |
December 31, 2023 | 99.14% |
November 30, 2023 | 98.98% |
October 31, 2023 | 98.80% |
September 30, 2023 | 98.41% |
August 31, 2023 | 98.41% |
July 31, 2023 | 96.78% |
June 30, 2023 | 96.78% |
May 31, 2023 | 96.78% |
April 30, 2023 | 96.78% |
March 31, 2023 | 96.78% |
February 28, 2023 | 96.78% |
January 31, 2023 | 96.78% |
December 31, 2022 | 96.78% |
November 30, 2022 | 96.78% |
October 31, 2022 | 96.78% |
September 30, 2022 | 96.78% |
August 31, 2022 | 95.87% |
July 31, 2022 | 95.38% |
June 30, 2022 | 94.57% |
May 31, 2022 | 94.57% |
April 30, 2022 | 94.57% |
Date | Value |
---|---|
March 31, 2022 | 94.57% |
February 28, 2022 | 94.57% |
January 31, 2022 | 94.57% |
December 31, 2021 | 94.57% |
November 30, 2021 | 94.57% |
October 31, 2021 | 94.57% |
September 30, 2021 | 94.57% |
August 31, 2021 | 94.57% |
July 31, 2021 | 94.57% |
June 30, 2021 | 94.57% |
May 31, 2021 | 94.57% |
April 30, 2021 | 94.57% |
March 31, 2021 | 94.57% |
February 28, 2021 | 94.57% |
January 31, 2021 | 94.57% |
December 31, 2020 | 94.57% |
November 30, 2020 | 94.57% |
October 31, 2020 | 94.57% |
September 30, 2020 | 94.57% |
August 31, 2020 | 94.57% |
July 31, 2020 | 94.57% |
June 30, 2020 | 94.57% |
May 31, 2020 | 94.57% |
April 30, 2020 | 94.57% |
March 31, 2020 | 94.57% |
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
93.17%
Minimum
May 2019
99.41%
Maximum
Jan 2024
95.52%
Average
94.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Datasea Inc | 98.47% |
MicroCloud Hologram Inc | -- |
Next Technology Holding Inc | -- |
Hitek Global Inc | -- |
VNET Group Inc | 96.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -66.32 |
Beta (5Y) | 0.7506 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.0% |
Historical Sharpe Ratio (5Y) | -0.5684 |
Historical Sortino (5Y) | -1.523 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.30% |