American Diversified Holdings Corp (ADHC)
0.0034
0.00 (0.00%)
USD |
OTCM |
Nov 05, 11:13
American Diversified Holdings Max Drawdown (5Y): 98.32% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.32% |
| August 31, 2024 | 98.32% |
| July 31, 2024 | 98.04% |
| June 30, 2024 | 97.76% |
| May 31, 2024 | 97.76% |
| April 30, 2024 | 97.76% |
| March 31, 2024 | 97.76% |
| February 29, 2024 | 97.20% |
| January 31, 2024 | 97.20% |
| December 31, 2023 | 97.20% |
| November 30, 2023 | 97.20% |
| October 31, 2023 | 97.20% |
| September 30, 2023 | 97.00% |
| August 31, 2023 | 97.00% |
| July 31, 2023 | 98.30% |
| June 30, 2023 | 98.40% |
| May 31, 2023 | 98.40% |
| April 30, 2023 | 98.80% |
| March 31, 2023 | 98.80% |
| February 28, 2023 | 98.80% |
| January 31, 2023 | 99.64% |
| December 31, 2022 | 99.70% |
| November 30, 2022 | 99.78% |
| October 31, 2022 | 99.78% |
| September 30, 2022 | 99.79% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.87% |
| July 31, 2022 | 99.91% |
| June 30, 2022 | 99.92% |
| May 31, 2022 | 99.95% |
| April 30, 2022 | 99.98% |
| March 31, 2022 | 99.98% |
| February 28, 2022 | 100.00% |
| January 31, 2022 | 100.00% |
| December 31, 2021 | 100.00% |
| November 30, 2021 | 100.00% |
| October 31, 2021 | 100.0% |
| September 30, 2021 | 100.0% |
| August 31, 2021 | 100.0% |
| July 31, 2021 | 100.0% |
| June 30, 2021 | 100.0% |
| May 31, 2021 | 100.0% |
| April 30, 2021 | 100.0% |
| March 31, 2021 | 100.0% |
| February 28, 2021 | 100.0% |
| January 31, 2021 | 100.0% |
| December 31, 2020 | 100.0% |
| November 30, 2020 | 100.0% |
| October 31, 2020 | 100.0% |
| September 30, 2020 | 100.0% |
| August 31, 2020 | 100.0% |
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
97.00%
Minimum
Sep 2023
100.0%
Maximum
Nov 2019
99.25%
Average
99.98%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| First Republic Corp of America | 96.42% |
| BrightView Holdings Inc | 77.39% |
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| Resources Connection Inc | 60.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.37 |
| Beta (5Y) | 1.626 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 246.6% |
| Historical Sharpe Ratio (5Y) | -0.0736 |
| Historical Sortino (5Y) | -0.3409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.45% |