Applied Energetics Inc (AERG)
1.98
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Applied Energetics Max Drawdown (5Y): 57.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 57.61% |
| March 31, 2024 | 57.61% |
| February 29, 2024 | 57.61% |
| January 31, 2024 | 57.61% |
| December 31, 2023 | 57.61% |
| November 30, 2023 | 57.61% |
| October 31, 2023 | 69.57% |
| September 30, 2023 | 75.65% |
| August 31, 2023 | 75.65% |
| July 31, 2023 | 75.65% |
| June 30, 2023 | 75.65% |
| May 31, 2023 | 75.65% |
| April 30, 2023 | 75.65% |
| March 31, 2023 | 75.65% |
| February 28, 2023 | 75.65% |
| January 31, 2023 | 75.65% |
| December 31, 2022 | 75.65% |
| November 30, 2022 | 75.65% |
| October 31, 2022 | 75.65% |
| September 30, 2022 | 80.07% |
| August 31, 2022 | 83.99% |
| July 31, 2022 | 83.99% |
| June 30, 2022 | 83.99% |
| May 31, 2022 | 83.99% |
| April 30, 2022 | 83.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.99% |
| February 28, 2022 | 83.99% |
| January 31, 2022 | 83.99% |
| December 31, 2021 | 83.99% |
| November 30, 2021 | 83.99% |
| October 31, 2021 | 83.99% |
| September 30, 2021 | 86.81% |
| August 31, 2021 | 86.81% |
| July 31, 2021 | 86.81% |
| June 30, 2021 | 86.81% |
| May 31, 2021 | 86.81% |
| April 30, 2021 | 86.81% |
| March 31, 2021 | 89.18% |
| February 28, 2021 | 92.63% |
| January 31, 2021 | 93.86% |
| December 31, 2020 | 99.42% |
| November 30, 2020 | 99.51% |
| October 31, 2020 | 99.68% |
| September 30, 2020 | 99.82% |
| August 31, 2020 | 99.82% |
| July 31, 2020 | 99.82% |
| June 30, 2020 | 99.82% |
| May 31, 2020 | 99.82% |
| April 30, 2020 | 99.82% |
| March 31, 2020 | 99.82% |
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
57.61%
Minimum
Nov 2023
99.85%
Maximum
May 2019
85.32%
Average
83.99%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Curtiss-Wright Corp | 48.73% |
| Sturm Ruger & Co Inc | 44.18% |
| VSE Corp | 76.09% |
| V2X Inc | 50.21% |
| Cadre Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 34.78 |
| Beta (5Y) | 0.2162 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.63% |
| Historical Sharpe Ratio (5Y) | 0.4293 |
| Historical Sortino (5Y) | 1.298 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.97% |