Correlate Energy Corp (CIPI)
0.12
-0.04
(-25.00%)
USD |
OTCM |
Nov 21, 16:00
Correlate Energy Max Drawdown (5Y): 96.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.96% |
| September 30, 2024 | 96.96% |
| August 31, 2024 | 96.96% |
| July 31, 2024 | 96.96% |
| June 30, 2024 | 96.96% |
| May 31, 2024 | 96.96% |
| April 30, 2024 | 96.96% |
| March 31, 2024 | 96.96% |
| February 29, 2024 | 96.96% |
| January 31, 2024 | 96.96% |
| December 31, 2023 | 96.96% |
| November 30, 2023 | 96.96% |
| October 31, 2023 | 96.96% |
| September 30, 2023 | 96.96% |
| August 31, 2023 | 96.96% |
| July 31, 2023 | 96.96% |
| June 30, 2023 | 96.96% |
| May 31, 2023 | 96.96% |
| April 30, 2023 | 96.96% |
| March 31, 2023 | 96.96% |
| February 28, 2023 | 96.96% |
| January 31, 2023 | 96.96% |
| December 31, 2022 | 96.96% |
| November 30, 2022 | 96.96% |
| October 31, 2022 | 96.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.96% |
| August 31, 2022 | 96.96% |
| July 31, 2022 | 97.33% |
| June 30, 2022 | 97.96% |
| May 31, 2022 | 98.70% |
| April 30, 2022 | 98.70% |
| March 31, 2022 | 98.70% |
| February 28, 2022 | 98.70% |
| January 31, 2022 | 98.70% |
| December 31, 2021 | 98.70% |
| November 30, 2021 | 98.70% |
| October 31, 2021 | 98.70% |
| September 30, 2021 | 98.70% |
| August 31, 2021 | 98.70% |
| July 31, 2021 | 98.70% |
| June 30, 2021 | 98.70% |
| May 31, 2021 | 98.70% |
| April 30, 2021 | 98.70% |
| March 31, 2021 | 98.70% |
| February 28, 2021 | 98.70% |
| January 31, 2021 | 98.70% |
| December 31, 2020 | 98.70% |
| November 30, 2020 | 98.70% |
| October 31, 2020 | 98.70% |
| September 30, 2020 | 99.29% |
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
96.96%
Minimum
Aug 2022
99.29%
Maximum
Nov 2019
97.99%
Average
98.70%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Innovate Corp | 98.68% |
| ParkVida Group Inc | 96.90% |
| Digital Locations Inc | 100.00% |
| Social Detention Inc | 99.58% |
| TopBuild Corp | 52.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.78 |
| Beta (5Y) | -0.7547 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 294.9% |
| Historical Sharpe Ratio (5Y) | 0.0137 |
| Historical Sortino (5Y) | 0.0608 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.20% |