CLPS Inc (CLPS)
1.165
-0.02
(-2.10%)
USD |
NASDAQ |
Nov 14, 12:47
CLPS Max Drawdown (5Y): 94.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.25% |
| September 30, 2024 | 94.25% |
| August 31, 2024 | 94.25% |
| July 31, 2024 | 94.25% |
| June 30, 2024 | 94.25% |
| May 31, 2024 | 94.25% |
| April 30, 2024 | 94.25% |
| March 31, 2024 | 94.25% |
| February 29, 2024 | 94.25% |
| January 31, 2024 | 94.25% |
| December 31, 2023 | 94.25% |
| November 30, 2023 | 94.25% |
| October 31, 2023 | 94.25% |
| September 30, 2023 | 93.93% |
| August 31, 2023 | 93.69% |
| July 31, 2023 | 93.69% |
| June 30, 2023 | 93.69% |
| May 31, 2023 | 93.69% |
| April 30, 2023 | 93.69% |
| March 31, 2023 | 93.69% |
| February 28, 2023 | 93.69% |
| January 31, 2023 | 93.69% |
| December 31, 2022 | 93.69% |
| November 30, 2022 | 93.69% |
| October 31, 2022 | 93.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.14% |
| August 31, 2022 | 91.37% |
| July 31, 2022 | 91.31% |
| June 30, 2022 | 90.89% |
| May 31, 2022 | 90.06% |
| April 30, 2022 | 90.06% |
| March 31, 2022 | 90.06% |
| February 28, 2022 | 90.00% |
| January 31, 2022 | 90.00% |
| December 31, 2021 | 90.00% |
| November 30, 2021 | 90.00% |
| October 31, 2021 | 90.00% |
| September 30, 2021 | 90.00% |
| August 31, 2021 | 90.00% |
| July 31, 2021 | 90.00% |
| June 30, 2021 | 90.00% |
| May 31, 2021 | 90.00% |
| April 30, 2021 | 90.00% |
| March 31, 2021 | 90.00% |
| February 28, 2021 | 90.00% |
| January 31, 2021 | 90.00% |
| December 31, 2020 | 90.00% |
| November 30, 2020 | 90.00% |
| October 31, 2020 | 90.00% |
| September 30, 2020 | 90.00% |
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
86.74%
Minimum
Nov 2019
94.25%
Maximum
Oct 2023
91.53%
Average
90.06%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| TROOPS Inc | 95.10% |
| MMTEC Inc | 99.79% |
| Infobird Co Ltd | -- |
| mF International Ltd | -- |
| Global Engine Group Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.42 |
| Beta (5Y) | 1.020 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.72% |
| Historical Sharpe Ratio (5Y) | -0.2922 |
| Historical Sortino (5Y) | -0.6447 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.90% |