Birchtech Corp (BCHT)
0.65
-0.03
(-4.06%)
USD |
OTCM |
Nov 22, 12:11
Birchtech Max Drawdown (5Y): 92.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.90% |
| September 30, 2024 | 92.90% |
| August 31, 2024 | 92.90% |
| July 31, 2024 | 92.90% |
| June 30, 2024 | 92.90% |
| May 31, 2024 | 92.90% |
| April 30, 2024 | 92.90% |
| March 31, 2024 | 92.90% |
| February 29, 2024 | 92.90% |
| January 31, 2024 | 92.90% |
| December 31, 2023 | 92.90% |
| November 30, 2023 | 92.90% |
| October 31, 2023 | 92.90% |
| September 30, 2023 | 92.90% |
| August 31, 2023 | 92.90% |
| July 31, 2023 | 92.90% |
| June 30, 2023 | 92.90% |
| May 31, 2023 | 93.60% |
| April 30, 2023 | 94.11% |
| March 31, 2023 | 94.11% |
| February 28, 2023 | 94.11% |
| January 31, 2023 | 94.11% |
| December 31, 2022 | 94.11% |
| November 30, 2022 | 94.11% |
| October 31, 2022 | 94.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.11% |
| August 31, 2022 | 94.11% |
| July 31, 2022 | 94.11% |
| June 30, 2022 | 94.11% |
| May 31, 2022 | 94.11% |
| April 30, 2022 | 94.11% |
| March 31, 2022 | 94.11% |
| February 28, 2022 | 94.11% |
| January 31, 2022 | 94.11% |
| December 31, 2021 | 94.11% |
| November 30, 2021 | 94.11% |
| October 31, 2021 | 94.11% |
| September 30, 2021 | 94.11% |
| August 31, 2021 | 94.11% |
| July 31, 2021 | 94.11% |
| June 30, 2021 | 94.11% |
| May 31, 2021 | 94.11% |
| April 30, 2021 | 94.11% |
| March 31, 2021 | 94.11% |
| February 28, 2021 | 94.11% |
| January 31, 2021 | 94.11% |
| December 31, 2020 | 94.11% |
| November 30, 2020 | 94.11% |
| October 31, 2020 | 94.11% |
| September 30, 2020 | 94.11% |
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
92.90%
Minimum
Jun 2023
94.87%
Maximum
Nov 2019
93.83%
Average
94.11%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Republic Services Inc | 34.02% |
| Macau Capital Investments Inc | 99.80% |
| Casella Waste Systems Inc | 34.96% |
| Perma-Fix Environmental Services Inc | 65.61% |
| PureCycle Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.447 |
| Beta (5Y) | 1.561 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 115.4% |
| Historical Sharpe Ratio (5Y) | 0.1448 |
| Historical Sortino (5Y) | 0.5559 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.80% |