Xsovt Brands Inc (XSVT)
0.3500
0.00 (0.00%)
USD |
OTCM |
May 23, 16:00
Xsovt Brands Max Drawdown (5Y): 97.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.80% |
March 31, 2024 | 97.80% |
February 29, 2024 | 97.80% |
January 31, 2024 | 97.80% |
December 31, 2023 | 97.80% |
November 30, 2023 | 97.80% |
October 31, 2023 | 97.80% |
September 30, 2023 | 97.80% |
August 31, 2023 | 97.80% |
July 31, 2023 | 97.80% |
June 30, 2023 | 97.80% |
May 31, 2023 | 97.80% |
April 30, 2023 | 97.80% |
March 31, 2023 | 97.80% |
February 28, 2023 | 97.80% |
January 31, 2023 | 97.80% |
December 31, 2022 | 97.80% |
November 30, 2022 | 97.80% |
October 31, 2022 | 97.80% |
September 30, 2022 | 97.80% |
August 31, 2022 | 97.80% |
July 31, 2022 | 97.80% |
June 30, 2022 | 97.80% |
May 31, 2022 | 97.80% |
April 30, 2022 | 97.80% |
Date | Value |
---|---|
March 31, 2022 | 97.80% |
February 28, 2022 | 97.80% |
January 31, 2022 | 97.80% |
December 31, 2021 | 97.80% |
November 30, 2021 | 97.80% |
October 31, 2021 | 97.80% |
September 30, 2021 | 97.80% |
August 31, 2021 | 97.80% |
July 31, 2021 | 97.80% |
June 30, 2021 | 97.80% |
May 31, 2021 | 97.80% |
April 30, 2021 | 97.80% |
March 31, 2021 | 97.80% |
February 28, 2021 | 97.80% |
January 31, 2021 | 97.80% |
December 31, 2020 | 97.80% |
November 30, 2020 | 97.80% |
October 31, 2020 | 97.80% |
September 30, 2020 | 50.00% |
August 31, 2020 | 50.00% |
July 31, 2020 | 49.00% |
June 30, 2020 | 49.00% |
May 31, 2020 | 49.00% |
April 30, 2020 | 49.00% |
March 31, 2020 | 0.00% |
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
--
Minimum
May 2019
97.80%
Maximum
Oct 2020
75.02%
Average
97.80%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Simulations Plus Inc | 62.25% |
Nano Mobile Healthcare Inc | 99.99% |
Optimus Healthcare Svcs Inc | 97.58% |
Veeva Systems Inc | 55.69% |
Schrodinger Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -81.76 |
Beta (5Y) | 5.495 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.60K% |
Historical Sharpe Ratio (5Y) | -0.0128 |
Historical Sortino (5Y) | -0.2587 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 60.00% |