CAM Group Inc (CAMG)
0.0325
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
CAM Group Max Drawdown (5Y): 99.25% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.25% |
| August 31, 2024 | 99.25% |
| July 31, 2024 | 99.25% |
| June 30, 2024 | 99.25% |
| May 31, 2024 | 99.25% |
| April 30, 2024 | 99.25% |
| March 31, 2024 | 99.25% |
| February 29, 2024 | 99.25% |
| January 31, 2024 | 99.25% |
| December 31, 2023 | 99.25% |
| November 30, 2023 | 99.25% |
| October 31, 2023 | 99.25% |
| September 30, 2023 | 99.25% |
| August 31, 2023 | 99.25% |
| July 31, 2023 | 98.00% |
| June 30, 2023 | 98.00% |
| May 31, 2023 | 98.00% |
| April 30, 2023 | 98.00% |
| March 31, 2023 | 98.00% |
| February 28, 2023 | 98.41% |
| January 31, 2023 | 98.47% |
| December 31, 2022 | 98.67% |
| November 30, 2022 | 98.67% |
| October 31, 2022 | 98.67% |
| September 30, 2022 | 98.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 98.67% |
| July 31, 2022 | 99.14% |
| June 30, 2022 | 99.14% |
| May 31, 2022 | 99.25% |
| April 30, 2022 | 99.25% |
| March 31, 2022 | 99.25% |
| February 28, 2022 | 99.25% |
| January 31, 2022 | 99.25% |
| December 31, 2021 | 99.25% |
| November 30, 2021 | 99.25% |
| October 31, 2021 | 99.25% |
| September 30, 2021 | 99.25% |
| August 31, 2021 | 99.25% |
| July 31, 2021 | 99.25% |
| June 30, 2021 | 99.25% |
| May 31, 2021 | 99.47% |
| April 30, 2021 | 99.47% |
| March 31, 2021 | 99.47% |
| February 28, 2021 | 99.47% |
| January 31, 2021 | 99.47% |
| December 31, 2020 | 99.47% |
| November 30, 2020 | 99.47% |
| October 31, 2020 | 99.47% |
| September 30, 2020 | 99.47% |
| August 31, 2020 | 99.47% |
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
98.00%
Minimum
Mar 2023
99.93%
Maximum
Nov 2019
99.15%
Average
99.25%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Kratos Defense & Security Solutions Inc | 72.74% |
| Mercury Systems Inc | 71.73% |
| Park Aerospace Corp | 43.67% |
| BWX Technologies Inc | 40.10% |
| Network-1 Technologies Inc | 61.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 38.85 |
| Beta (5Y) | -2.094 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.55K% |
| Historical Sharpe Ratio (5Y) | 0.0066 |
| Historical Sortino (5Y) | 0.1031 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 76.67% |