CDTi Advanced Materials Inc (CDTI)
0.40
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
CDTi Advanced Materials Max Drawdown (5Y): 99.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.87% |
| September 30, 2024 | 99.87% |
| August 31, 2024 | 99.87% |
| July 31, 2024 | 99.87% |
| June 30, 2024 | 99.87% |
| May 31, 2024 | 99.87% |
| April 30, 2024 | 99.87% |
| March 31, 2024 | 99.87% |
| February 29, 2024 | 99.87% |
| January 31, 2024 | 99.87% |
| December 31, 2023 | 99.87% |
| November 30, 2023 | 99.87% |
| October 31, 2023 | 99.87% |
| September 30, 2023 | 99.87% |
| August 31, 2023 | 99.87% |
| July 31, 2023 | 99.87% |
| June 30, 2023 | 99.87% |
| May 31, 2023 | 99.87% |
| April 30, 2023 | 99.87% |
| March 31, 2023 | 99.87% |
| February 28, 2023 | 99.87% |
| January 31, 2023 | 99.87% |
| December 31, 2022 | 99.87% |
| November 30, 2022 | 99.87% |
| October 31, 2022 | 99.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.87% |
| August 31, 2022 | 99.87% |
| July 31, 2022 | 99.87% |
| June 30, 2022 | 99.87% |
| May 31, 2022 | 99.87% |
| April 30, 2022 | 99.87% |
| March 31, 2022 | 99.87% |
| February 28, 2022 | 99.87% |
| January 31, 2022 | 99.87% |
| December 31, 2021 | 99.87% |
| November 30, 2021 | 99.87% |
| October 31, 2021 | 99.87% |
| September 30, 2021 | 99.87% |
| August 31, 2021 | 99.87% |
| July 31, 2021 | 99.87% |
| June 30, 2021 | 99.87% |
| May 31, 2021 | 99.87% |
| April 30, 2021 | 99.87% |
| March 31, 2021 | 99.87% |
| February 28, 2021 | 99.87% |
| January 31, 2021 | 99.87% |
| December 31, 2020 | 99.87% |
| November 30, 2020 | 99.87% |
| October 31, 2020 | 99.87% |
| September 30, 2020 | 99.87% |
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
99.83%
Minimum
Nov 2019
99.87%
Maximum
Mar 2020
99.87%
Average
99.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bowlin Travel Centers Inc | 45.31% |
| Valvoline Inc | 62.45% |
| Driven Brands Holdings Inc | -- |
| ChargePoint Holdings Inc | -- |
| Mister Car Wash Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 32.99 |
| Beta (5Y) | -0.4958 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.8% |
| Historical Sharpe Ratio (5Y) | 0.2587 |
| Historical Sortino (5Y) | 0.5784 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.29% |