Clone Algo Technologies Inc (CATI)
0.30
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Clone Algo Technologies Max Drawdown (5Y): 98.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.00% |
March 31, 2024 | 98.00% |
February 29, 2024 | 98.00% |
January 31, 2024 | 98.00% |
December 31, 2023 | 98.00% |
November 30, 2023 | 98.00% |
October 31, 2023 | 98.00% |
September 30, 2023 | 98.00% |
August 31, 2023 | 98.00% |
July 31, 2023 | 98.00% |
June 30, 2023 | 98.00% |
May 31, 2023 | 98.00% |
April 30, 2023 | 98.00% |
March 31, 2023 | 97.99% |
February 28, 2023 | 96.60% |
January 31, 2023 | 96.60% |
December 31, 2022 | 96.60% |
November 30, 2022 | 96.60% |
October 31, 2022 | 96.60% |
September 30, 2022 | 96.60% |
August 31, 2022 | 93.33% |
July 31, 2022 | 93.33% |
June 30, 2022 | 92.67% |
May 31, 2022 | 92.67% |
April 30, 2022 | 92.67% |
Date | Value |
---|---|
March 31, 2022 | 91.33% |
February 28, 2022 | 91.33% |
January 31, 2022 | 86.67% |
December 31, 2021 | 86.67% |
November 30, 2021 | 86.67% |
October 31, 2021 | 86.67% |
September 30, 2021 | 86.67% |
August 31, 2021 | 86.67% |
July 31, 2021 | 86.67% |
June 30, 2021 | 86.67% |
May 31, 2021 | 86.67% |
April 30, 2021 | 86.67% |
March 31, 2021 | 86.67% |
February 28, 2021 | 86.67% |
January 31, 2021 | 86.67% |
December 31, 2020 | 86.67% |
November 30, 2020 | 86.67% |
October 31, 2020 | 86.67% |
September 30, 2020 | 86.67% |
August 31, 2020 | 84.67% |
July 31, 2020 | 84.67% |
June 30, 2020 | 84.67% |
May 31, 2020 | 84.67% |
April 30, 2020 | 84.67% |
March 31, 2020 | 84.67% |
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
73.33%
Minimum
May 2019
98.00%
Maximum
Apr 2023
89.45%
Average
86.67%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -72.99 |
Beta (5Y) | 2.504 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 134.0% |
Historical Sharpe Ratio (5Y) | -0.3365 |
Historical Sortino (5Y) | -0.6736 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.67% |