Alliance Creative Group, Inc. (ACGX)
0.0298
0.00 (0.00%)
USD |
OTCM |
Jun 03, 16:00
Alliance Creative Group Max Drawdown (5Y) : 98.99% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| Elron Ventures Ltd. | 100.0% |
| Pacific Century Regional Developments Ltd. | 27.12% |
| G-Resources Group Ltd. | 98.96% |
| Sabvest Capital Ltd. | -- |
| ABS-CBN Holdings Corp. | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.58 |
| Beta (5Y) | 1.222 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.0% |
| Historical Sharpe Ratio (5Y) | -0.3928 |
| Historical Sortino (5Y) | -1.123 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.89% |