Allied Gaming & Entertainment Inc (AGAE)
1.04
-0.01
(-0.95%)
USD |
NASDAQ |
Nov 21, 16:00
1.05
+0.01
(+0.96%)
After-Hours: 20:00
Allied Gaming & Entertainment Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Average
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Median
Max Drawdown (5Y) Benchmarks
| Sirius XM Holdings Inc | 70.01% |
| Roku Inc | -- |
| Kartoon Studios Inc | 99.07% |
| The Arena Group Holdings Inc | 97.16% |
| Zedge Inc | 91.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.15 |
| Beta (5Y) | 1.379 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.72% |
| Historical Sharpe Ratio (5Y) | -0.2671 |
| Historical Sortino (5Y) | -0.7061 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.28% |