Argyle Security Inc (ARGL)
0.0001
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Argyle Security Max Drawdown (5Y): 99.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.90% |
March 31, 2024 | 99.90% |
February 29, 2024 | 99.90% |
January 31, 2024 | 99.90% |
December 31, 2023 | 99.90% |
November 30, 2023 | 99.90% |
October 31, 2023 | 99.90% |
September 30, 2023 | 99.90% |
August 31, 2023 | 99.90% |
July 31, 2023 | 99.90% |
June 30, 2023 | 99.90% |
May 31, 2023 | 99.90% |
April 30, 2023 | 99.90% |
March 31, 2023 | 99.90% |
February 28, 2023 | 99.90% |
January 31, 2023 | 99.90% |
December 31, 2022 | 99.90% |
November 30, 2022 | 99.90% |
October 31, 2022 | 99.90% |
September 30, 2022 | 99.90% |
August 31, 2022 | 99.90% |
July 31, 2022 | 99.90% |
June 30, 2022 | 99.90% |
May 31, 2022 | 99.90% |
April 30, 2022 | 96.88% |
Date | Value |
---|---|
March 31, 2022 | 96.88% |
February 28, 2022 | 96.88% |
January 31, 2022 | 96.88% |
December 31, 2021 | 96.88% |
November 30, 2021 | 96.88% |
October 31, 2021 | 96.88% |
September 30, 2021 | 96.88% |
August 31, 2021 | 96.88% |
July 31, 2021 | 96.88% |
June 30, 2021 | 96.88% |
May 31, 2021 | 96.88% |
April 30, 2021 | 96.88% |
March 31, 2021 | 96.88% |
February 28, 2021 | 96.88% |
January 31, 2021 | 96.88% |
December 31, 2020 | 96.88% |
November 30, 2020 | 96.88% |
October 31, 2020 | 96.88% |
September 30, 2020 | 96.88% |
August 31, 2020 | 96.88% |
July 31, 2020 | 96.88% |
June 30, 2020 | 96.88% |
May 31, 2020 | 96.88% |
April 30, 2020 | 96.88% |
March 31, 2020 | 96.88% |
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
96.88%
Minimum
May 2019
99.90%
Maximum
May 2022
98.08%
Average
96.88%
Median
May 2019
Max Drawdown (5Y) Benchmarks
CoreCivic Inc | 77.93% |
Bridger Aerospace Group Holdings Inc | -- |
Kratos Defense & Security Solutions Inc | 72.74% |
Mercury Systems Inc | 71.73% |
Network-1 Technologies Inc | 58.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -91.12 |
Beta (5Y) | 1.661 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 302.9% |
Historical Sharpe Ratio (5Y) | -0.2397 |
Historical Sortino (5Y) | -0.9234 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 73.82% |