ALT5 Sigma Corp (ALTS)

3.84 +0.42 (+12.28%) USD  |  NASDAQ  |  Dec 20, 16:00
3.85 +0.01 (+0.26%) After-Hours: 20:00
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ALT5 Sigma Max Drawdown (5Y): 97.69% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Cantaloupe Inc 82.71%
Paycor HCM Inc --
Aurora Innovation Inc --
AtlasClear Holdings Inc --
Veea Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -38.93
Beta (5Y) 2.080
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 142.9%
Historical Sharpe Ratio (5Y) -0.0781
Historical Sortino (5Y) -0.2858
Monthly Value at Risk (VaR) 5% (5Y Lookback) 34.64%