Excelsior Solutions Corp (BRYN)
0.0034
0.00 (0.00%)
USD |
OTCM |
Nov 06, 16:00
Excelsior Solutions Max Drawdown (5Y): 94.95% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 94.95% |
| August 31, 2024 | 94.95% |
| July 31, 2024 | 94.95% |
| June 30, 2024 | 94.95% |
| May 31, 2024 | 94.95% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
97.69%
Average
99.75%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Enviro Serv Inc | 99.84% |
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| Resources Connection Inc | 60.11% |
| SPAR Group Inc | 73.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.68 |
| Beta (5Y) | 0.6829 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.7% |
| Historical Sharpe Ratio (5Y) | -0.3313 |
| Historical Sortino (5Y) | -0.7601 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.61% |