Wrap Technologies Inc (WRAP)
1.69
+0.14
(+8.68%)
USD |
NASDAQ |
May 03, 16:00
1.79
+0.10
(+5.92%)
After-Hours: 20:00
Wrap Technologies Max Drawdown (5Y): 92.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.47% |
| March 31, 2024 | 92.47% |
| February 29, 2024 | 92.47% |
| January 31, 2024 | 92.47% |
| December 31, 2023 | 92.47% |
| November 30, 2023 | 92.47% |
| October 31, 2023 | 92.47% |
| September 30, 2023 | 92.47% |
| August 31, 2023 | 92.47% |
| July 31, 2023 | 92.47% |
| June 30, 2023 | 92.47% |
| May 31, 2023 | 92.31% |
| April 30, 2023 | 91.31% |
| March 31, 2023 | 91.31% |
| February 28, 2023 | 91.31% |
| January 31, 2023 | 91.31% |
| December 31, 2022 | 91.31% |
| November 30, 2022 | 91.31% |
| October 31, 2022 | 91.12% |
| September 30, 2022 | 87.34% |
| August 31, 2022 | 87.04% |
| July 31, 2022 | 87.04% |
| June 30, 2022 | 87.04% |
| May 31, 2022 | 87.04% |
| April 30, 2022 | 87.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.04% |
| February 28, 2022 | 83.75% |
| January 31, 2022 | 83.30% |
| December 31, 2021 | 73.75% |
| November 30, 2021 | 73.75% |
| October 31, 2021 | 73.75% |
| September 30, 2021 | 73.75% |
| August 31, 2021 | 73.75% |
| July 31, 2021 | 73.75% |
| June 30, 2021 | 73.75% |
| May 31, 2021 | 73.75% |
| April 30, 2021 | 73.75% |
| March 31, 2021 | 73.75% |
| February 28, 2021 | 73.75% |
| January 31, 2021 | 73.75% |
| December 31, 2020 | 73.75% |
| November 30, 2020 | 73.75% |
| October 31, 2020 | 73.75% |
| September 30, 2020 | 73.75% |
| August 31, 2020 | 73.75% |
| July 31, 2020 | 73.75% |
| June 30, 2020 | 73.75% |
| May 31, 2020 | 73.75% |
| April 30, 2020 | 73.75% |
| March 31, 2020 | 73.75% |
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
73.75%
Minimum
May 2019
92.47%
Maximum
Jun 2023
81.42%
Average
73.75%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Semtech Corp | 85.40% |
| Emeren Group Ltd | 95.35% |
| Vuzix Corp | 96.09% |
| Energous Corp | 99.29% |
| WidePoint Corp | 88.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.39 |
| Beta (5Y) | 1.521 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.8% |
| Historical Sharpe Ratio (5Y) | -0.2549 |
| Historical Sortino (5Y) | -0.7057 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.80% |