Next-ChemX Corp (CHMX)
4.47
+0.01
(+0.22%)
USD |
OTCM |
Mar 27, 16:00
Next-ChemX Max Drawdown (5Y): 97.21% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Park-Ohio Holdings Corp | 78.54% |
| Quality Industrial Corp | 99.71% |
| Luxfer Holdings PLC | 65.70% |
| Symbotic Inc | -- |
| Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1309 |
| Beta (5Y) | -0.1053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 361.8% |
| Historical Sharpe Ratio (5Y) | -0.0038 |
| Historical Sortino (5Y) | -0.0217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.53% |