Ambase Corp (ABCP)
0.2145
+0.01
(+3.17%)
USD |
OTCM |
May 17, 16:00
Ambase Max Drawdown (5Y): 93.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.05% |
March 31, 2024 | 93.05% |
February 29, 2024 | 93.05% |
January 31, 2024 | 93.05% |
December 31, 2023 | 93.05% |
November 30, 2023 | 93.05% |
October 31, 2023 | 93.05% |
September 30, 2023 | 93.05% |
August 31, 2023 | 93.05% |
July 31, 2023 | 93.05% |
June 30, 2023 | 93.05% |
May 31, 2023 | 93.05% |
April 30, 2023 | 93.05% |
March 31, 2023 | 93.05% |
February 28, 2023 | 93.05% |
January 31, 2023 | 93.05% |
December 31, 2022 | 93.05% |
November 30, 2022 | 93.05% |
October 31, 2022 | 93.05% |
September 30, 2022 | 93.05% |
August 31, 2022 | 93.05% |
July 31, 2022 | 94.87% |
June 30, 2022 | 94.87% |
May 31, 2022 | 94.87% |
April 30, 2022 | 94.87% |
Date | Value |
---|---|
March 31, 2022 | 94.87% |
February 28, 2022 | 94.87% |
January 31, 2022 | 94.87% |
December 31, 2021 | 94.87% |
November 30, 2021 | 94.87% |
October 31, 2021 | 94.87% |
September 30, 2021 | 94.87% |
August 31, 2021 | 94.87% |
July 31, 2021 | 94.87% |
June 30, 2021 | 94.87% |
May 31, 2021 | 94.87% |
April 30, 2021 | 94.87% |
March 31, 2021 | 94.87% |
February 28, 2021 | 94.87% |
January 31, 2021 | 94.87% |
December 31, 2020 | 94.87% |
November 30, 2020 | 94.87% |
October 31, 2020 | 94.87% |
September 30, 2020 | 94.87% |
August 31, 2020 | 94.87% |
July 31, 2020 | 94.87% |
June 30, 2020 | 94.87% |
May 31, 2020 | 94.87% |
April 30, 2020 | 94.87% |
March 31, 2020 | 94.87% |
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
93.05%
Minimum
Aug 2022
94.87%
Maximum
May 2019
94.23%
Average
94.87%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Franklin Street Properties Corp | 83.78% |
Service Properties Trust | 83.90% |
Host Hotels & Resorts Inc | 55.10% |
Sotherly Hotels Inc | 83.68% |
J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.54 |
Beta (5Y) | 0.5775 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.26% |
Historical Sharpe Ratio (5Y) | -0.1826 |
Historical Sortino (5Y) | -0.3497 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.93% |