Data443 Risk Mitigation Inc (ATDS)
0.22
+0.01
(+4.76%)
USD |
OTCM |
Nov 04, 16:00
Data443 Risk Mitigation Max Drawdown (5Y): 100.0% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 100.0% |
| August 31, 2024 | 100.0% |
| July 31, 2024 | 100.0% |
| June 30, 2024 | 100.0% |
| May 31, 2024 | 100.0% |
| April 30, 2024 | 100.0% |
| March 31, 2024 | 100.0% |
| February 29, 2024 | 100.0% |
| January 31, 2024 | 100.0% |
| December 31, 2023 | 100.0% |
| November 30, 2023 | 100.0% |
| October 31, 2023 | 100.0% |
| September 30, 2023 | 100.0% |
| August 31, 2023 | 100.0% |
| July 31, 2023 | 100.0% |
| June 30, 2023 | 100.0% |
| May 31, 2023 | 100.0% |
| April 30, 2023 | 100.0% |
| March 31, 2023 | 100.0% |
| February 28, 2023 | 100.0% |
| January 31, 2023 | 100.00% |
| December 31, 2022 | 100.00% |
| November 30, 2022 | 100.00% |
| October 31, 2022 | 100.00% |
| September 30, 2022 | 100.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 100.00% |
| July 31, 2022 | 100.00% |
| June 30, 2022 | 100.00% |
| May 31, 2022 | 100.00% |
| April 30, 2022 | 100.00% |
| March 31, 2022 | 100.00% |
| February 28, 2022 | 100.00% |
| January 31, 2022 | 100.00% |
| December 31, 2021 | 100.00% |
| November 30, 2021 | 100.00% |
| October 31, 2021 | 99.99% |
| September 30, 2021 | 99.99% |
| August 31, 2021 | 99.99% |
| July 31, 2021 | 99.99% |
| June 30, 2021 | 99.97% |
| May 31, 2021 | 99.97% |
| April 30, 2021 | 99.97% |
| March 31, 2021 | 99.97% |
| February 28, 2021 | 99.97% |
| January 31, 2021 | 99.97% |
| December 31, 2020 | 99.97% |
| November 30, 2020 | 99.97% |
| October 31, 2020 | 99.96% |
| September 30, 2020 | 99.95% |
| August 31, 2020 | 99.94% |
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
98.10%
Minimum
Nov 2019
100.0%
Maximum
Feb 2023
99.89%
Average
100.00%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Cyberfort Software Inc | 100.0% |
| Fision Corp | 99.92% |
| Spirits Cap Corp | 100.00% |
| Resgreen Group International Inc | 100.00% |
| Catalyst Crew Technologies Corp | 98.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -126.74 |
| Beta (5Y) | 2.114 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 198.8% |
| Historical Sharpe Ratio (5Y) | -0.4922 |
| Historical Sortino (5Y) | -1.250 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 72.50% |