Allied Security Innovations Inc (ADSV)
0.0002
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Allied Security Innovations Max Drawdown (5Y): 99.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.95% |
| February 29, 2024 | 99.95% |
| January 31, 2024 | 99.95% |
| December 31, 2023 | 99.95% |
| November 30, 2023 | 99.95% |
| October 31, 2023 | 99.95% |
| September 30, 2023 | 99.51% |
| August 31, 2023 | 99.51% |
| July 31, 2023 | 99.51% |
| June 30, 2023 | 99.51% |
| May 31, 2023 | 99.51% |
| April 30, 2023 | 99.51% |
| March 31, 2023 | 99.51% |
| February 28, 2023 | 99.51% |
| January 31, 2023 | 99.51% |
| December 31, 2022 | 99.51% |
| November 30, 2022 | 99.02% |
| October 31, 2022 | 99.02% |
| September 30, 2022 | 99.02% |
| August 31, 2022 | 99.02% |
| July 31, 2022 | 99.02% |
| June 30, 2022 | 99.02% |
| May 31, 2022 | 99.02% |
| April 30, 2022 | 99.02% |
| March 31, 2022 | 99.02% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.02% |
| January 31, 2022 | 99.02% |
| December 31, 2021 | 99.02% |
| November 30, 2021 | 97.56% |
| October 31, 2021 | 96.10% |
| September 30, 2021 | 86.83% |
| August 31, 2021 | 86.54% |
| July 31, 2021 | 86.54% |
| June 30, 2021 | 86.54% |
| May 31, 2021 | 86.54% |
| April 30, 2021 | 86.54% |
| March 31, 2021 | 86.54% |
| February 28, 2021 | 86.54% |
| January 31, 2021 | 88.89% |
| December 31, 2020 | 88.89% |
| November 30, 2020 | 97.56% |
| October 31, 2020 | 97.56% |
| September 30, 2020 | 97.56% |
| August 31, 2020 | 97.56% |
| July 31, 2020 | 97.56% |
| June 30, 2020 | 97.56% |
| May 31, 2020 | 97.56% |
| April 30, 2020 | 97.56% |
| March 31, 2020 | 97.56% |
| February 29, 2020 | 97.56% |
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
86.54%
Minimum
Feb 2021
99.95%
Maximum
Oct 2023
96.64%
Average
97.56%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Asure Software Inc | 73.56% |
| Digimarc Corp | 84.72% |
| PDF Solutions Inc | 63.41% |
| Creative Realities Inc | 95.25% |
| Aspen Technology Inc | 46.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.30 |
| Beta (5Y) | 1.582 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 527.9% |
| Historical Sharpe Ratio (5Y) | -0.0789 |
| Historical Sortino (5Y) | -0.4776 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 62.96% |