Arax Holdings Corp (ARAT)
1.34
-0.01
(-0.74%)
USD |
OTCM |
May 06, 11:19
Arax Holdings Max Drawdown (5Y): 98.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.74% |
March 31, 2024 | 98.74% |
February 29, 2024 | 98.74% |
January 31, 2024 | 98.74% |
December 31, 2023 | 98.74% |
November 30, 2023 | 98.74% |
October 31, 2023 | 98.74% |
September 30, 2023 | 98.74% |
August 31, 2023 | 98.74% |
July 31, 2023 | 98.74% |
June 30, 2023 | 98.74% |
May 31, 2023 | 98.74% |
April 30, 2023 | 98.74% |
March 31, 2023 | 98.74% |
February 28, 2023 | 98.74% |
January 31, 2023 | 98.74% |
December 31, 2022 | 98.74% |
November 30, 2022 | 98.25% |
October 31, 2022 | 98.25% |
September 30, 2022 | 97.96% |
August 31, 2022 | 97.96% |
July 31, 2022 | 97.96% |
June 30, 2022 | 97.96% |
May 31, 2022 | 97.96% |
April 30, 2022 | 97.96% |
Date | Value |
---|---|
March 31, 2022 | 97.96% |
February 28, 2022 | 97.96% |
January 31, 2022 | 97.96% |
December 31, 2021 | 97.96% |
November 30, 2021 | 97.96% |
October 31, 2021 | 97.96% |
September 30, 2021 | 97.96% |
August 31, 2021 | 97.96% |
July 31, 2021 | 97.96% |
June 30, 2021 | 97.96% |
May 31, 2021 | 97.96% |
April 30, 2021 | 97.96% |
March 31, 2021 | 97.96% |
February 28, 2021 | 97.96% |
January 31, 2021 | 97.96% |
December 31, 2020 | 97.96% |
November 30, 2020 | 97.96% |
October 31, 2020 | 97.96% |
September 30, 2020 | 97.96% |
August 31, 2020 | 97.96% |
July 31, 2020 | 97.96% |
June 30, 2020 | 97.96% |
May 31, 2020 | 97.96% |
April 30, 2020 | 97.96% |
March 31, 2020 | 97.96% |
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
97.96%
Minimum
May 2019
98.74%
Maximum
Dec 2022
98.19%
Average
97.96%
Median
May 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) | 87.66 |
Beta (5Y) | 1.107 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 538.4% |
Historical Sharpe Ratio (5Y) | 0.1857 |
Historical Sortino (5Y) | 1.408 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |