CMG Holdings Group Inc (CMGO)

0.0018 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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CMG Holdings Group Max Drawdown (5Y): 95.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Max Drawdown (5Y) Benchmarks

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Marchex Inc 77.31%
National CineMedia Inc 98.63%
Wiremedia Inc 99.98%
Integral Ad Science Holding Corp --
Lendway Inc 87.86%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -37.45
Beta (5Y) 1.041
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 114.4%
Historical Sharpe Ratio (5Y) -0.2058
Historical Sortino (5Y) -0.5996
Monthly Value at Risk (VaR) 5% (5Y Lookback) 33.33%