AGM Group Holdings Inc (AGMH)
1.09
+0.01
(+0.93%)
USD |
NASDAQ |
May 03, 16:00
1.09
0.00 (0.00%)
After-Hours: 20:00
AGM Group Holdings Max Drawdown (5Y): 97.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.22% |
| March 31, 2024 | 97.22% |
| February 29, 2024 | 97.22% |
| January 31, 2024 | 97.22% |
| December 31, 2023 | 97.22% |
| November 30, 2023 | 97.22% |
| October 31, 2023 | 97.22% |
| September 30, 2023 | 97.22% |
| August 31, 2023 | 97.22% |
| July 31, 2023 | 97.22% |
| June 30, 2023 | 97.22% |
| May 31, 2023 | 97.22% |
| April 30, 2023 | 97.22% |
| March 31, 2023 | 97.22% |
| February 28, 2023 | 97.22% |
| January 31, 2023 | 97.22% |
| December 31, 2022 | 97.22% |
| November 30, 2022 | 97.22% |
| October 31, 2022 | 97.22% |
| September 30, 2022 | 97.22% |
| August 31, 2022 | 97.22% |
| July 31, 2022 | 97.22% |
| June 30, 2022 | 97.10% |
| May 31, 2022 | 96.72% |
| April 30, 2022 | 96.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.72% |
| February 28, 2022 | 96.39% |
| January 31, 2022 | 96.11% |
| December 31, 2021 | 94.34% |
| November 30, 2021 | 82.59% |
| October 31, 2021 | 82.59% |
| September 30, 2021 | 82.59% |
| August 31, 2021 | 82.59% |
| July 31, 2021 | 78.99% |
| June 30, 2021 | 75.50% |
| May 31, 2021 | 74.06% |
| April 30, 2021 | 74.06% |
| March 31, 2021 | 72.41% |
| February 28, 2021 | 69.01% |
| January 31, 2021 | 69.01% |
| December 31, 2020 | 69.01% |
| November 30, 2020 | 69.01% |
| October 31, 2020 | 69.01% |
| September 30, 2020 | 69.01% |
| August 31, 2020 | 69.01% |
| July 31, 2020 | 69.01% |
| June 30, 2020 | 69.01% |
| May 31, 2020 | 69.01% |
| April 30, 2020 | 69.01% |
| March 31, 2020 | 69.01% |
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
66.86%
Minimum
May 2019
97.22%
Maximum
Jul 2022
83.91%
Average
82.59%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| TROOPS Inc | 95.10% |
| CLPS Inc | 94.25% |
| MMTEC Inc | 99.79% |
| Alpha Technology Group Ltd | -- |
| mF International Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -58.25 |
| Beta (5Y) | 1.146 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.65% |
| Historical Sharpe Ratio (5Y) | -0.7144 |
| Historical Sortino (5Y) | -0.877 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.44% |