Excelsior Solutions Corp (BRYN)
0.0031
0.00 (0.00%)
USD |
OTCM |
Dec 24, 16:00
Excelsior Solutions Max Drawdown (5Y): 99.28% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
Enviro Serv Inc | 99.84% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Resources Connection Inc | 60.55% |
SPAR Group Inc | 73.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -58.25 |
Beta (5Y) | 0.6672 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 140.2% |
Historical Sharpe Ratio (5Y) | -0.352 |
Historical Sortino (5Y) | -0.8974 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.67% |