Applied Digital Corp (APLD)
9.15
+0.39
(+4.45%)
USD |
NASDAQ |
Nov 21, 16:00
9.17
+0.02
(+0.22%)
After-Hours: 20:00
Applied Digital Max Drawdown (5Y): 97.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.10% |
| September 30, 2024 | 97.10% |
| August 31, 2024 | 97.10% |
| July 31, 2024 | 97.10% |
| June 30, 2024 | 97.10% |
| May 31, 2024 | 97.10% |
| April 30, 2024 | 97.10% |
| March 31, 2024 | 97.10% |
| February 29, 2024 | 97.10% |
| January 31, 2024 | 97.10% |
| December 31, 2023 | 97.10% |
| November 30, 2023 | 97.10% |
| October 31, 2023 | 97.10% |
| September 30, 2023 | 97.10% |
| August 31, 2023 | 97.10% |
| July 31, 2023 | 97.10% |
| June 30, 2023 | 97.10% |
| May 31, 2023 | 97.10% |
| April 30, 2023 | 97.10% |
| March 31, 2023 | 97.10% |
| February 28, 2023 | 97.10% |
| January 31, 2023 | 97.10% |
| December 31, 2022 | 97.10% |
| November 30, 2022 | 97.10% |
| October 31, 2022 | 97.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.10% |
| August 31, 2022 | 97.10% |
| July 31, 2022 | 97.10% |
| June 30, 2022 | 96.67% |
| May 31, 2022 | 94.07% |
| April 30, 2022 | 90.00% |
| March 31, 2022 | 90.00% |
| February 28, 2022 | 90.00% |
| January 31, 2022 | 90.00% |
| December 31, 2021 | 90.00% |
| November 30, 2021 | 90.00% |
| October 31, 2021 | 90.00% |
| September 30, 2021 | 90.00% |
| August 31, 2021 | 90.00% |
| July 31, 2021 | 90.00% |
| June 30, 2021 | 90.00% |
| May 31, 2021 | 90.00% |
| April 30, 2021 | 90.00% |
| March 31, 2021 | 90.00% |
| February 28, 2021 | 90.00% |
| January 31, 2021 | 90.00% |
| December 31, 2020 | 90.00% |
| November 30, 2020 | 90.00% |
| October 31, 2020 | 90.00% |
| September 30, 2020 | 90.00% |
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
90.00%
Minimum
May 2020
97.10%
Maximum
Jul 2022
93.95%
Average
94.94%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 128.86 |
| Beta (5Y) | 4.491 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 352.9% |
| Historical Sharpe Ratio (5Y) | 0.5294 |
| Historical Sortino (5Y) | 2.589 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 57.17% |