Allied Minds PLC (ALLWF)
0.0786
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Allied Minds Max Drawdown (5Y): 95.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.25% |
March 31, 2024 | 95.25% |
February 29, 2024 | 95.25% |
January 31, 2024 | 95.25% |
December 31, 2023 | 95.25% |
November 30, 2023 | 95.25% |
October 31, 2023 | 95.25% |
September 30, 2023 | 95.25% |
August 31, 2023 | 95.25% |
July 31, 2023 | 95.25% |
June 30, 2023 | 95.25% |
May 31, 2023 | 95.25% |
April 30, 2023 | 95.25% |
March 31, 2023 | 95.25% |
February 28, 2023 | 95.25% |
January 31, 2023 | 95.25% |
December 31, 2022 | 95.25% |
November 30, 2022 | 95.25% |
October 31, 2022 | 95.25% |
September 30, 2022 | 95.25% |
August 31, 2022 | 95.25% |
July 31, 2022 | 95.25% |
June 30, 2022 | 95.25% |
May 31, 2022 | 95.25% |
April 30, 2022 | 95.25% |
Date | Value |
---|---|
March 31, 2022 | 95.25% |
February 28, 2022 | 95.25% |
January 31, 2022 | 95.25% |
December 31, 2021 | 95.25% |
November 30, 2021 | 95.25% |
October 31, 2021 | 95.25% |
September 30, 2021 | 95.25% |
August 31, 2021 | 95.25% |
July 31, 2021 | 95.25% |
June 30, 2021 | 95.25% |
May 31, 2021 | 95.25% |
April 30, 2021 | 95.25% |
March 31, 2021 | 95.25% |
February 28, 2021 | 95.25% |
January 31, 2021 | 95.25% |
December 31, 2020 | 95.25% |
November 30, 2020 | 95.25% |
October 31, 2020 | 95.25% |
September 30, 2020 | 95.25% |
August 31, 2020 | 95.25% |
July 31, 2020 | 95.25% |
June 30, 2020 | 95.25% |
May 31, 2020 | 95.25% |
April 30, 2020 | 95.25% |
March 31, 2020 | 95.25% |
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
93.54%
Minimum
May 2019
95.25%
Maximum
Dec 2019
95.08%
Average
95.25%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
Janus Henderson Group PLC | 67.16% |
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Rand Capital Corp | 56.29% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.77 |
Beta (5Y) | 0.3028 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.24% |
Historical Sharpe Ratio (5Y) | -0.6713 |
Historical Sortino (5Y) | -0.9377 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.94% |