ALT5 Sigma Corp (ALTS)
3.88
-0.25
(-6.05%)
USD |
NASDAQ |
Mar 31, 16:00
3.87
-0.01
(-0.26%)
Pre-Market: 20:00
ALT5 Sigma Max Drawdown (5Y): 97.69% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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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) | -24.45 |
| Beta (5Y) | 2.092 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 148.2% |
| Historical Sharpe Ratio (5Y) | 0.0607 |
| Historical Sortino (5Y) | 0.2352 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.43% |