Broadcast Marketing Group Inc (BDCM)
0.0317
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Broadcast Marketing Group Max Drawdown (5Y): 99.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.00% |
| August 31, 2024 | 99.00% |
| July 31, 2024 | 99.00% |
| June 30, 2024 | 97.86% |
| May 31, 2024 | 97.86% |
| April 30, 2024 | 97.86% |
| March 31, 2024 | 97.49% |
| February 29, 2024 | 97.49% |
| January 31, 2024 | 97.49% |
| December 31, 2023 | 97.49% |
| November 30, 2023 | 97.49% |
| October 31, 2023 | 96.43% |
| September 30, 2023 | 94.00% |
| August 31, 2023 | 94.00% |
| July 31, 2023 | 93.57% |
| June 30, 2023 | 93.57% |
| May 31, 2023 | 93.57% |
| April 30, 2023 | 93.57% |
| March 31, 2023 | 90.22% |
| February 28, 2023 | 89.98% |
| January 31, 2023 | 89.98% |
| December 31, 2022 | 89.98% |
| November 30, 2022 | 86.36% |
| October 31, 2022 | 90.00% |
| September 30, 2022 | 90.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 90.00% |
| July 31, 2022 | 90.00% |
| June 30, 2022 | 90.00% |
| May 31, 2022 | 90.00% |
| April 30, 2022 | 90.00% |
| March 31, 2022 | 90.00% |
| February 28, 2022 | 90.00% |
| January 31, 2022 | 90.00% |
| December 31, 2021 | 90.00% |
| November 30, 2021 | 90.00% |
| October 31, 2021 | 90.00% |
| September 30, 2021 | 90.00% |
| August 31, 2021 | 90.00% |
| July 31, 2021 | 97.00% |
| June 30, 2021 | 97.00% |
| May 31, 2021 | 97.00% |
| April 30, 2021 | 97.00% |
| March 31, 2021 | 97.00% |
| February 28, 2021 | 98.62% |
| January 31, 2021 | 99.76% |
| December 31, 2020 | 99.82% |
| November 30, 2020 | 99.82% |
| October 31, 2020 | 99.82% |
| September 30, 2020 | 99.82% |
| August 31, 2020 | 99.82% |
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
86.36%
Minimum
Nov 2022
99.82%
Maximum
Nov 2019
95.16%
Average
97.00%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| CRA International Inc | 60.73% |
| DLH Holdings Corp | 61.85% |
| Amaya Global Hldgs Corp | -- |
| VizConnect Inc | 100.0% |
| Meridian Holdings Inc | 96.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 63.22 |
| Beta (5Y) | -0.1743 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 670.9% |
| Historical Sharpe Ratio (5Y) | 0.0907 |
| Historical Sortino (5Y) | 0.9858 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.02% |