CMG Holdings Group Inc (CMGO)
0.0023
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
CMG Holdings Group Max Drawdown (5Y): 95.90% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 95.90% |
August 31, 2024 | 95.90% |
July 31, 2024 | 95.90% |
June 30, 2024 | 95.90% |
May 31, 2024 | 95.90% |
April 30, 2024 | 95.90% |
March 31, 2024 | 95.90% |
February 29, 2024 | 95.90% |
January 31, 2024 | 95.90% |
December 31, 2023 | 95.90% |
November 30, 2023 | 95.90% |
October 31, 2023 | 95.90% |
September 30, 2023 | 95.90% |
August 31, 2023 | 95.90% |
July 31, 2023 | 94.79% |
June 30, 2023 | 94.67% |
May 31, 2023 | 94.67% |
April 30, 2023 | 94.67% |
March 31, 2023 | 94.67% |
February 28, 2023 | 97.67% |
January 31, 2023 | 97.67% |
December 31, 2022 | 97.67% |
November 30, 2022 | 97.67% |
October 31, 2022 | 97.67% |
September 30, 2022 | 98.00% |
Date | Value |
---|---|
August 31, 2022 | 98.00% |
July 31, 2022 | 98.00% |
June 30, 2022 | 98.00% |
May 31, 2022 | 98.00% |
April 30, 2022 | 98.00% |
March 31, 2022 | 98.00% |
February 28, 2022 | 98.00% |
January 31, 2022 | 98.00% |
December 31, 2021 | 98.00% |
November 30, 2021 | 98.00% |
October 31, 2021 | 98.00% |
September 30, 2021 | 98.00% |
August 31, 2021 | 98.00% |
July 31, 2021 | 98.00% |
June 30, 2021 | 98.00% |
May 31, 2021 | 98.00% |
April 30, 2021 | 98.00% |
March 31, 2021 | 98.00% |
February 28, 2021 | 98.00% |
January 31, 2021 | 98.00% |
December 31, 2020 | 98.00% |
November 30, 2020 | 98.00% |
October 31, 2020 | 98.26% |
September 30, 2020 | 98.26% |
August 31, 2020 | 98.60% |
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
94.67%
Minimum
Mar 2023
99.76%
Maximum
Nov 2019
97.47%
Average
98.00%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
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) | -41.21 |
Beta (5Y) | 0.9724 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 114.1% |
Historical Sharpe Ratio (5Y) | -0.2448 |
Historical Sortino (5Y) | -0.7073 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |