Windfall Geotek Inc (WINKF)
0.025
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Windfall Geotek Max Drawdown (5Y): 95.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.65% |
| March 31, 2024 | 95.65% |
| February 29, 2024 | 95.65% |
| January 31, 2024 | 95.25% |
| December 31, 2023 | 94.01% |
| November 30, 2023 | 94.01% |
| October 31, 2023 | 94.01% |
| September 30, 2023 | 94.01% |
| August 31, 2023 | 94.01% |
| July 31, 2023 | 94.01% |
| June 30, 2023 | 98.40% |
| May 31, 2023 | 98.50% |
| April 30, 2023 | 98.50% |
| March 31, 2023 | 98.50% |
| February 28, 2023 | 98.69% |
| January 31, 2023 | 98.75% |
| December 31, 2022 | 98.84% |
| November 30, 2022 | 98.84% |
| October 31, 2022 | 98.98% |
| September 30, 2022 | 99.46% |
| August 31, 2022 | 99.61% |
| July 31, 2022 | 99.66% |
| June 30, 2022 | 99.66% |
| May 31, 2022 | 99.68% |
| April 30, 2022 | 99.73% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.74% |
| February 28, 2022 | 99.74% |
| January 31, 2022 | 99.74% |
| December 31, 2021 | 99.74% |
| November 30, 2021 | 99.74% |
| October 31, 2021 | 99.77% |
| September 30, 2021 | 99.84% |
| August 31, 2021 | 99.88% |
| July 31, 2021 | 99.89% |
| June 30, 2021 | 99.89% |
| May 31, 2021 | 99.89% |
| April 30, 2021 | 99.89% |
| March 31, 2021 | 99.89% |
| February 28, 2021 | 99.89% |
| January 31, 2021 | 99.90% |
| December 31, 2020 | 99.94% |
| November 30, 2020 | 99.94% |
| October 31, 2020 | 99.97% |
| September 30, 2020 | 99.97% |
| August 31, 2020 | 99.97% |
| July 31, 2020 | 99.97% |
| June 30, 2020 | 99.97% |
| May 31, 2020 | 99.97% |
| April 30, 2020 | 99.97% |
| March 31, 2020 | 99.97% |
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
94.01%
Minimum
Jul 2023
99.97%
Maximum
May 2019
98.81%
Average
99.75%
Median
Max Drawdown (5Y) Benchmarks
| Destiny Media Technologies Inc | 84.29% |
| Shopify Inc | 84.82% |
| Ehave Inc | 100.00% |
| Versus Systems Inc | 99.96% |
| LeddarTech Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.37 |
| Beta (5Y) | 1.293 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 154.3% |
| Historical Sharpe Ratio (5Y) | -0.1812 |
| Historical Sortino (5Y) | -0.7197 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.54% |