Balance Labs Inc (BLNC)
0.23
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Balance Labs Max Drawdown (5Y): 89.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 89.07% |
March 31, 2024 | 89.07% |
February 29, 2024 | 89.07% |
January 31, 2024 | 89.07% |
December 31, 2023 | 89.07% |
November 30, 2023 | 89.07% |
October 31, 2023 | 89.07% |
September 30, 2023 | 89.07% |
August 31, 2023 | 89.07% |
July 31, 2023 | 89.07% |
June 30, 2023 | 89.07% |
May 31, 2023 | 89.07% |
April 30, 2023 | 89.07% |
March 31, 2023 | 89.07% |
February 28, 2023 | 89.07% |
January 31, 2023 | 89.07% |
December 31, 2022 | 89.07% |
November 30, 2022 | 89.07% |
October 31, 2022 | 86.05% |
September 30, 2022 | 86.05% |
August 31, 2022 | 86.05% |
July 31, 2022 | 86.05% |
June 30, 2022 | 86.05% |
May 31, 2022 | 86.05% |
April 30, 2022 | 86.05% |
Date | Value |
---|---|
March 31, 2022 | 86.05% |
February 28, 2022 | 86.05% |
January 31, 2022 | 86.05% |
December 31, 2021 | 86.05% |
November 30, 2021 | 86.05% |
October 31, 2021 | 86.05% |
September 30, 2021 | 86.05% |
August 31, 2021 | 86.05% |
July 31, 2021 | 86.05% |
June 30, 2021 | 86.05% |
May 31, 2021 | 86.05% |
April 30, 2021 | 86.05% |
March 31, 2021 | 86.05% |
February 28, 2021 | 86.05% |
January 31, 2021 | 86.05% |
December 31, 2020 | 86.05% |
November 30, 2020 | 86.05% |
October 31, 2020 | 86.05% |
September 30, 2020 | 86.05% |
August 31, 2020 | 86.05% |
July 31, 2020 | 65.12% |
June 30, 2020 | 65.12% |
May 31, 2020 | 65.12% |
April 30, 2020 | 65.12% |
March 31, 2020 | 65.12% |
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
53.02%
Minimum
May 2019
89.07%
Maximum
Nov 2022
80.31%
Average
86.05%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
CRA International Inc | 60.73% |
DLH Holdings Corp | 57.09% |
Amaya Global Hldgs Corp | 80.00% |
VizConnect Inc | 100.0% |
Broadcast Marketing Group Inc | 97.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.71 |
Beta (5Y) | -0.1749 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 141.7% |
Historical Sharpe Ratio (5Y) | -0.1953 |
Historical Sortino (5Y) | -0.4346 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.99% |