Cambex Corp (CBEX)
0.0000
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Cambex Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 100.00% |
March 31, 2024 | 100.00% |
February 29, 2024 | 100.00% |
January 31, 2024 | 100.00% |
December 31, 2023 | 100.00% |
November 30, 2023 | 100.00% |
October 31, 2023 | 100.00% |
September 30, 2023 | 100.00% |
August 31, 2023 | 100.00% |
July 31, 2023 | 100.00% |
June 30, 2023 | 100.00% |
May 31, 2023 | 100.00% |
April 30, 2023 | 100.00% |
March 31, 2023 | 100.00% |
February 28, 2023 | 100.00% |
January 31, 2023 | 100.00% |
December 31, 2022 | 100.00% |
November 30, 2022 | 100.00% |
October 31, 2022 | 100.00% |
September 30, 2022 | 98.60% |
August 31, 2022 | 98.60% |
July 31, 2022 | 98.80% |
June 30, 2022 | 99.40% |
May 31, 2022 | 99.40% |
April 30, 2022 | 99.40% |
Date | Value |
---|---|
March 31, 2022 | 99.40% |
February 28, 2022 | 99.40% |
January 31, 2022 | 99.40% |
December 31, 2021 | 99.40% |
November 30, 2021 | 99.40% |
October 31, 2021 | 99.40% |
September 30, 2021 | 99.40% |
August 31, 2021 | 99.40% |
July 31, 2021 | 99.40% |
June 30, 2021 | 99.40% |
May 31, 2021 | 99.40% |
April 30, 2021 | 99.40% |
March 31, 2021 | 99.40% |
February 28, 2021 | 99.40% |
January 31, 2021 | 99.40% |
December 31, 2020 | 99.40% |
November 30, 2020 | 99.40% |
October 31, 2020 | 99.40% |
September 30, 2020 | 99.40% |
August 31, 2020 | 99.40% |
July 31, 2020 | 99.40% |
June 30, 2020 | 99.40% |
May 31, 2020 | 99.40% |
April 30, 2020 | 99.40% |
March 31, 2020 | 99.40% |
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
98.60%
Minimum
Aug 2022
100.00%
Maximum
Oct 2022
99.55%
Average
99.40%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Goldkey Corp | 99.99% |
Powersafe Technology Corp | 99.94% |
Blueprint Technologies Inc | -- |
NetApp Inc | 58.08% |
Quantum Corp | 97.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -49.57 |
Beta (5Y) | -1.119 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.92K% |
Historical Sharpe Ratio (5Y) | -0.0213 |
Historical Sortino (5Y) | -0.6891 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 70.34% |