CLPS Inc (CLPS)

1.12 +0.01 (+0.90%) USD  |  NASDAQ  |  Dec 24, 13:00
1.12 0.00 (0.00%) After-Hours: 13:59
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CLPS Max Drawdown (5Y): 94.25% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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TROOPS Inc 95.10%
MMTEC Inc 99.83%
Infobird Co Ltd --
Triller Group Inc 97.19%
Global Engine Group Holding Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.11
Beta (5Y) 1.032
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 70.67%
Historical Sharpe Ratio (5Y) -0.217
Historical Sortino (5Y) -0.4852
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.54%