Capital Financial Global Inc (CFGX)
0.00
USD |
OTCM |
Jun 14, 16:00
Capital Financial Global Max Drawdown (5Y): 99.86% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.86% |
April 30, 2024 | 99.86% |
March 31, 2024 | 99.86% |
February 29, 2024 | 99.86% |
January 31, 2024 | 99.86% |
December 31, 2023 | 99.86% |
November 30, 2023 | 99.86% |
October 31, 2023 | 99.86% |
September 30, 2023 | 99.86% |
August 31, 2023 | 99.86% |
July 31, 2023 | 99.86% |
June 30, 2023 | 99.86% |
May 31, 2023 | 99.86% |
April 30, 2023 | 99.86% |
March 31, 2023 | 99.86% |
February 28, 2023 | 99.86% |
January 31, 2023 | 99.86% |
December 31, 2022 | 99.86% |
November 30, 2022 | 99.86% |
October 31, 2022 | 99.86% |
September 30, 2022 | 99.86% |
August 31, 2022 | 99.86% |
July 31, 2022 | 99.86% |
June 30, 2022 | 99.86% |
May 31, 2022 | 99.86% |
Date | Value |
---|---|
April 30, 2022 | 99.86% |
March 31, 2022 | 99.86% |
February 28, 2022 | 99.86% |
January 31, 2022 | 99.86% |
December 31, 2021 | 99.86% |
November 30, 2021 | 99.86% |
October 31, 2021 | 99.91% |
September 30, 2021 | 99.91% |
August 31, 2021 | 99.91% |
July 31, 2021 | 99.91% |
June 30, 2021 | 99.91% |
May 31, 2021 | 99.97% |
April 30, 2021 | 99.97% |
March 31, 2021 | 99.97% |
February 28, 2021 | 99.97% |
January 31, 2021 | 99.97% |
December 31, 2020 | 99.97% |
November 30, 2020 | 99.97% |
October 31, 2020 | 100.00% |
September 30, 2020 | 100.00% |
August 31, 2020 | 100.00% |
July 31, 2020 | 100.00% |
June 30, 2020 | 100.00% |
May 31, 2020 | 100.00% |
April 30, 2020 | 100.00% |
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
99.86%
Minimum
Nov 2021
100.00%
Maximum
Jun 2019
99.91%
Average
99.86%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
Frontera Investment Inc | 99.91% |
Massachusetts Business Development Corp | 63.01% |
Synchrony Financial | 66.35% |
Blue Owl Capital Corp | -- |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.90 |
Beta (5Y) | 0.5001 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.91K% |
Historical Sharpe Ratio (5Y) | -0.0052 |
Historical Sortino (5Y) | -0.2073 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |