Excelsior Solutions Corp (BRYN)
0.0075
0.00 (0.00%)
USD |
OTCM |
May 01, 10:43
Excelsior Solutions Max Drawdown (5Y): 94.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.95% |
| March 31, 2024 | 94.95% |
| February 29, 2024 | 94.95% |
| January 31, 2024 | 94.95% |
| December 31, 2023 | 94.95% |
| November 30, 2023 | 94.95% |
| October 31, 2023 | 94.95% |
| September 30, 2023 | 94.95% |
| August 31, 2023 | 93.33% |
| July 31, 2023 | 93.33% |
| June 30, 2023 | 93.33% |
| May 31, 2023 | 93.33% |
| April 30, 2023 | 93.33% |
| March 31, 2023 | 93.33% |
| February 28, 2023 | 93.33% |
| January 31, 2023 | 96.00% |
| December 31, 2022 | 96.00% |
| November 30, 2022 | 96.25% |
| October 31, 2022 | 96.25% |
| September 30, 2022 | 99.75% |
| August 31, 2022 | 99.75% |
| July 31, 2022 | 99.75% |
| June 30, 2022 | 99.75% |
| May 31, 2022 | 99.75% |
| April 30, 2022 | 99.75% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.75% |
| February 28, 2022 | 99.75% |
| January 31, 2022 | 99.75% |
| December 31, 2021 | 99.75% |
| November 30, 2021 | 99.75% |
| October 31, 2021 | 99.75% |
| September 30, 2021 | 99.75% |
| August 31, 2021 | 99.75% |
| July 31, 2021 | 99.75% |
| June 30, 2021 | 99.75% |
| May 31, 2021 | 99.75% |
| April 30, 2021 | 99.75% |
| March 31, 2021 | 99.75% |
| February 28, 2021 | 99.75% |
| January 31, 2021 | 99.75% |
| December 31, 2020 | 99.75% |
| November 30, 2020 | 99.75% |
| October 31, 2020 | 99.75% |
| September 30, 2020 | 99.75% |
| August 31, 2020 | 99.75% |
| July 31, 2020 | 99.75% |
| June 30, 2020 | 99.75% |
| May 31, 2020 | 99.75% |
| April 30, 2020 | 99.75% |
| March 31, 2020 | 99.75% |
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
93.33%
Minimum
Feb 2023
99.75%
Maximum
May 2019
98.12%
Average
99.75%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Enviro Serv Inc | 99.84% |
| Automatic Data Processing Inc | 39.40% |
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| Paychex Inc | 44.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.73 |
| Beta (5Y) | 0.6588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 115.9% |
| Historical Sharpe Ratio (5Y) | -0.3054 |
| Historical Sortino (5Y) | -0.7575 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.61% |