Alliance Recovery Corp (ARVY)
0.0025
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Alliance Recovery Max Drawdown (5Y): 97.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.14% |
| March 31, 2024 | 97.14% |
| February 29, 2024 | 97.14% |
| January 31, 2024 | 96.33% |
| December 31, 2023 | 96.33% |
| November 30, 2023 | 96.33% |
| October 31, 2023 | 96.33% |
| September 30, 2023 | 96.33% |
| August 31, 2023 | 96.33% |
| July 31, 2023 | 96.33% |
| June 30, 2023 | 96.33% |
| May 31, 2023 | 96.33% |
| April 30, 2023 | 96.33% |
| March 31, 2023 | 96.33% |
| February 28, 2023 | 96.33% |
| January 31, 2023 | 96.33% |
| December 31, 2022 | 96.33% |
| November 30, 2022 | 96.33% |
| October 31, 2022 | 96.33% |
| September 30, 2022 | 96.33% |
| August 31, 2022 | 96.33% |
| July 31, 2022 | 96.33% |
| June 30, 2022 | 96.33% |
| May 31, 2022 | 96.33% |
| April 30, 2022 | 96.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.33% |
| February 28, 2022 | 96.33% |
| January 31, 2022 | 96.33% |
| December 31, 2021 | 96.33% |
| November 30, 2021 | 96.33% |
| October 31, 2021 | 96.33% |
| September 30, 2021 | 96.33% |
| August 31, 2021 | 96.33% |
| July 31, 2021 | 92.86% |
| June 30, 2021 | 92.86% |
| May 31, 2021 | 92.86% |
| April 30, 2021 | 92.86% |
| March 31, 2021 | 92.86% |
| February 28, 2021 | 92.86% |
| January 31, 2021 | 92.86% |
| December 31, 2020 | 92.86% |
| November 30, 2020 | 92.86% |
| October 31, 2020 | 92.86% |
| September 30, 2020 | 92.86% |
| August 31, 2020 | 92.86% |
| July 31, 2020 | 92.86% |
| June 30, 2020 | 92.86% |
| May 31, 2020 | 92.86% |
| April 30, 2020 | 92.86% |
| March 31, 2020 | 92.86% |
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
92.86%
Minimum
May 2019
97.14%
Maximum
Feb 2024
94.81%
Average
96.33%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Griffon Corp | 61.32% |
| Fathom Digital Manufacturing Corp | -- |
| Kid Castle Educational Corp | 100.00% |
| Falcons Beyond Global Inc | -- |
| EVI Industries Inc | 83.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.857 |
| Beta (5Y) | -2.768 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 465.3% |
| Historical Sharpe Ratio (5Y) | -0.0494 |
| Historical Sortino (5Y) | -0.3278 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.09% |