Victor Mining Industry Group Inc (VMTG)
0.99
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Victor Mining Industry Group Max Drawdown (5Y): 97.93% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 97.93% |
April 30, 2024 | 97.93% |
March 31, 2024 | 97.38% |
February 29, 2024 | 97.00% |
January 31, 2024 | 97.00% |
December 31, 2023 | 97.00% |
November 30, 2023 | 97.00% |
October 31, 2023 | 97.00% |
September 30, 2023 | 97.00% |
August 31, 2023 | 97.00% |
July 31, 2023 | 97.00% |
June 30, 2023 | 97.00% |
May 31, 2023 | 97.00% |
April 30, 2023 | 97.00% |
March 31, 2023 | 97.00% |
February 28, 2023 | 97.00% |
January 31, 2023 | 99.82% |
December 31, 2022 | 99.82% |
November 30, 2022 | 99.82% |
October 31, 2022 | 99.83% |
September 30, 2022 | 99.83% |
August 31, 2022 | 99.83% |
July 31, 2022 | 99.83% |
June 30, 2022 | 99.83% |
May 31, 2022 | 99.83% |
Date | Value |
---|---|
April 30, 2022 | 99.83% |
March 31, 2022 | 99.83% |
February 28, 2022 | 99.83% |
January 31, 2022 | 99.83% |
December 31, 2021 | 99.83% |
November 30, 2021 | 99.83% |
October 31, 2021 | 99.83% |
September 30, 2021 | 99.83% |
August 31, 2021 | 99.83% |
July 31, 2021 | 99.83% |
June 30, 2021 | 99.83% |
May 31, 2021 | 99.83% |
April 30, 2021 | 99.83% |
March 31, 2021 | 99.83% |
February 28, 2021 | 99.83% |
January 31, 2021 | 99.83% |
December 31, 2020 | 99.90% |
November 30, 2020 | 99.90% |
October 31, 2020 | 99.93% |
September 30, 2020 | 99.93% |
August 31, 2020 | 99.93% |
July 31, 2020 | 99.93% |
June 30, 2020 | 99.93% |
May 31, 2020 | 99.93% |
April 30, 2020 | 99.93% |
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
97.00%
Minimum
Feb 2023
99.93%
Maximum
Jun 2019
99.14%
Average
99.83%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Automatic Data Processing Inc | 39.40% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Paychex Inc | 44.15% |
Resources Connection Inc | 50.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 42.10 |
Beta (5Y) | -3.808 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 912.6% |
Historical Sharpe Ratio (5Y) | -0.011 |
Historical Sortino (5Y) | -0.1174 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 83.40% |