Allied Gaming & Entertainment Inc (AGAE)
0.84
+0.03
(+3.70%)
USD |
NASDAQ |
Apr 30, 14:49
Allied Gaming & Entertainment Max Drawdown (5Y): 92.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 92.50% |
| February 29, 2024 | 92.50% |
| January 31, 2024 | 92.50% |
| December 31, 2023 | 92.50% |
| November 30, 2023 | 92.50% |
| October 31, 2023 | 92.50% |
| September 30, 2023 | 92.22% |
| August 31, 2023 | 92.14% |
| July 31, 2023 | 91.58% |
| June 30, 2023 | 91.58% |
| May 31, 2023 | 91.58% |
| April 30, 2023 | 91.58% |
| March 31, 2023 | 91.58% |
| February 28, 2023 | 91.58% |
| January 31, 2023 | 91.58% |
| December 31, 2022 | 91.58% |
| November 30, 2022 | 91.49% |
| October 31, 2022 | 91.49% |
| September 30, 2022 | 91.49% |
| August 31, 2022 | 91.49% |
| July 31, 2022 | 91.49% |
| June 30, 2022 | 91.49% |
| May 31, 2022 | 91.49% |
| April 30, 2022 | 91.49% |
| March 31, 2022 | 91.49% |
| Date | Value |
|---|---|
| February 28, 2022 | 91.49% |
| January 31, 2022 | 91.49% |
| December 31, 2021 | 91.49% |
| November 30, 2021 | 91.49% |
| October 31, 2021 | 91.49% |
| September 30, 2021 | 91.49% |
| August 31, 2021 | 91.49% |
| July 31, 2021 | 91.49% |
| June 30, 2021 | 91.49% |
| May 31, 2021 | 91.49% |
| April 30, 2021 | 91.49% |
| March 31, 2021 | 91.49% |
| February 28, 2021 | 91.49% |
| January 31, 2021 | 91.49% |
| December 31, 2020 | 91.49% |
| November 30, 2020 | 91.49% |
| October 31, 2020 | 91.12% |
| September 30, 2020 | 89.45% |
| August 31, 2020 | 89.45% |
| July 31, 2020 | 89.45% |
| June 30, 2020 | 89.45% |
| May 31, 2020 | 89.45% |
| April 30, 2020 | 89.45% |
| March 31, 2020 | 89.45% |
| February 29, 2020 | 79.94% |
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
1.21%
Minimum
Apr 2019
92.50%
Maximum
Oct 2023
83.55%
Average
91.49%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Sirius XM Holdings Inc | 50.07% |
| Roku Inc | 91.91% |
| Paramount Global | 88.97% |
| The Arena Group Holdings Inc | 96.22% |
| Alphabet Inc | 44.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.15 |
| Beta (5Y) | 1.312 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.65% |
| Historical Sharpe Ratio (5Y) | -0.4666 |
| Historical Sortino (5Y) | -0.8751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.21% |