Agent Information Software Inc (AIFS)
1.50
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Agent Information Software Max Drawdown (5Y): 68.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.13% |
| March 31, 2024 | 68.13% |
| February 29, 2024 | 68.13% |
| January 31, 2024 | 68.13% |
| December 31, 2023 | 68.13% |
| November 30, 2023 | 68.13% |
| October 31, 2023 | 68.13% |
| September 30, 2023 | 68.13% |
| August 31, 2023 | 68.13% |
| July 31, 2023 | 62.66% |
| June 30, 2023 | 62.66% |
| May 31, 2023 | 61.59% |
| April 30, 2023 | 61.59% |
| March 31, 2023 | 61.59% |
| February 28, 2023 | 61.59% |
| January 31, 2023 | 68.85% |
| December 31, 2022 | 69.23% |
| November 30, 2022 | 70.00% |
| October 31, 2022 | 70.38% |
| September 30, 2022 | 74.61% |
| August 31, 2022 | 74.61% |
| July 31, 2022 | 74.61% |
| June 30, 2022 | 77.69% |
| May 31, 2022 | 77.69% |
| April 30, 2022 | 79.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.58% |
| February 28, 2022 | 88.46% |
| January 31, 2022 | 88.85% |
| December 31, 2021 | 90.00% |
| November 30, 2021 | 90.00% |
| October 31, 2021 | 90.00% |
| September 30, 2021 | 90.38% |
| August 31, 2021 | 90.38% |
| July 31, 2021 | 90.38% |
| June 30, 2021 | 90.38% |
| May 31, 2021 | 90.38% |
| April 30, 2021 | 90.38% |
| March 31, 2021 | 90.38% |
| February 28, 2021 | 90.38% |
| January 31, 2021 | 90.38% |
| December 31, 2020 | 90.38% |
| November 30, 2020 | 90.38% |
| October 31, 2020 | 91.54% |
| September 30, 2020 | 91.54% |
| August 31, 2020 | 91.54% |
| July 31, 2020 | 91.54% |
| June 30, 2020 | 91.54% |
| May 31, 2020 | 91.54% |
| April 30, 2020 | 91.54% |
| March 31, 2020 | 91.54% |
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
61.59%
Minimum
Feb 2023
94.23%
Maximum
May 2019
81.80%
Average
90.00%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| LiveRamp Holdings Inc | 81.83% |
| Innodata Inc | 74.44% |
| NCR Voyix Corp | 76.25% |
| Pegasystems Inc | 79.20% |
| Zvelo Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.064 |
| Beta (5Y) | 0.28 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.64% |
| Historical Sharpe Ratio (5Y) | -0.0864 |
| Historical Sortino (5Y) | -0.1546 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.57% |