Agile Group Holdings Ltd (AGPYY)
5.99
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Agile Group Holdings Max Drawdown (5Y): 96.04% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 96.04% |
April 30, 2024 | 96.04% |
March 31, 2024 | 93.95% |
February 29, 2024 | 93.95% |
January 31, 2024 | 93.32% |
December 31, 2023 | 92.96% |
November 30, 2023 | 92.96% |
October 31, 2023 | 92.95% |
September 30, 2023 | 92.51% |
August 31, 2023 | 92.51% |
July 31, 2023 | 89.07% |
June 30, 2023 | 89.02% |
May 31, 2023 | 86.48% |
April 30, 2023 | 86.48% |
March 31, 2023 | 86.23% |
February 28, 2023 | 82.46% |
January 31, 2023 | 82.46% |
December 31, 2022 | 82.46% |
November 30, 2022 | 80.42% |
October 31, 2022 | 80.42% |
September 30, 2022 | 80.42% |
August 31, 2022 | 80.42% |
July 31, 2022 | 72.81% |
June 30, 2022 | 72.81% |
May 31, 2022 | 72.81% |
Date | Value |
---|---|
April 30, 2022 | 72.81% |
March 31, 2022 | 72.81% |
February 28, 2022 | 71.99% |
January 31, 2022 | 71.99% |
December 31, 2021 | 69.20% |
November 30, 2021 | 58.88% |
October 31, 2021 | 59.42% |
September 30, 2021 | 59.42% |
August 31, 2021 | 59.42% |
July 31, 2021 | 59.42% |
June 30, 2021 | 59.42% |
May 31, 2021 | 59.42% |
April 30, 2021 | 59.42% |
March 31, 2021 | 59.42% |
February 28, 2021 | 62.20% |
January 31, 2021 | 62.20% |
December 31, 2020 | 62.20% |
November 30, 2020 | 62.20% |
October 31, 2020 | 62.20% |
September 30, 2020 | 62.20% |
August 31, 2020 | 62.20% |
July 31, 2020 | 62.20% |
June 30, 2020 | 62.20% |
May 31, 2020 | 62.20% |
April 30, 2020 | 62.20% |
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
58.88%
Minimum
Nov 2021
96.04%
Maximum
Apr 2024
72.90%
Average
67.68%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -54.37 |
Beta (5Y) | 1.202 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.71% |
Historical Sharpe Ratio (5Y) | -0.7055 |
Historical Sortino (5Y) | -0.941 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.39% |