ALT5 Sigma Corp (ALTS)
2.15
-0.04
(-1.83%)
USD |
NASDAQ |
Nov 21, 16:00
2.13
-0.02
(-0.93%)
After-Hours: 20:00
ALT5 Sigma Max Drawdown (5Y): 97.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.69% |
| September 30, 2024 | 97.69% |
| August 31, 2024 | 97.69% |
| July 31, 2024 | 97.69% |
| June 30, 2024 | 97.69% |
| May 31, 2024 | 97.69% |
| April 30, 2024 | 97.69% |
| March 31, 2024 | 97.69% |
| February 29, 2024 | 97.69% |
| January 31, 2024 | 97.69% |
| December 31, 2023 | 97.69% |
| November 30, 2023 | 97.69% |
| October 31, 2023 | 97.68% |
| September 30, 2023 | 96.83% |
| August 31, 2023 | 96.38% |
| July 31, 2023 | 93.30% |
| June 30, 2023 | 93.30% |
| May 31, 2023 | 93.30% |
| April 30, 2023 | 93.30% |
| March 31, 2023 | 91.76% |
| February 28, 2023 | 91.44% |
| January 31, 2023 | 91.44% |
| December 31, 2022 | 91.44% |
| November 30, 2022 | 91.44% |
| October 31, 2022 | 91.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.44% |
| August 31, 2022 | 91.44% |
| July 31, 2022 | 91.44% |
| June 30, 2022 | 91.44% |
| May 31, 2022 | 91.44% |
| April 30, 2022 | 91.44% |
| March 31, 2022 | 91.44% |
| February 28, 2022 | 91.44% |
| January 31, 2022 | 91.44% |
| December 31, 2021 | 91.44% |
| November 30, 2021 | 91.44% |
| October 31, 2021 | 91.44% |
| September 30, 2021 | 91.44% |
| August 31, 2021 | 91.44% |
| July 31, 2021 | 91.44% |
| June 30, 2021 | 91.44% |
| May 31, 2021 | 91.44% |
| April 30, 2021 | 91.44% |
| March 31, 2021 | 91.44% |
| February 28, 2021 | 91.44% |
| January 31, 2021 | 91.44% |
| December 31, 2020 | 91.44% |
| November 30, 2020 | 91.44% |
| October 31, 2020 | 91.44% |
| September 30, 2020 | 91.44% |
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
91.44%
Minimum
Nov 2019
97.69%
Maximum
Nov 2023
93.10%
Average
91.44%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Cantaloupe Inc | 82.71% |
| Paycor HCM Inc | -- |
| Aurora Innovation Inc | -- |
| AtlasClear Holdings Inc | -- |
| Veea Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.59 |
| Beta (5Y) | 2.160 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 142.6% |
| Historical Sharpe Ratio (5Y) | -0.0401 |
| Historical Sortino (5Y) | -0.1458 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.64% |