Coda Octopus Group Inc (CODA)
8.70
+0.19
(+2.23%)
USD |
NASDAQ |
Nov 04, 16:00
8.80
+0.10
(+1.15%)
After-Hours: 20:00
Coda Octopus Group Max Drawdown (5Y): 76.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.78% |
| September 30, 2024 | 76.78% |
| August 31, 2024 | 76.78% |
| July 31, 2024 | 76.78% |
| June 30, 2024 | 76.78% |
| May 31, 2024 | 76.78% |
| April 30, 2024 | 76.78% |
| March 31, 2024 | 76.78% |
| February 29, 2024 | 76.78% |
| January 31, 2024 | 76.78% |
| December 31, 2023 | 76.78% |
| November 30, 2023 | 76.78% |
| October 31, 2023 | 76.78% |
| September 30, 2023 | 76.78% |
| August 31, 2023 | 76.78% |
| July 31, 2023 | 76.78% |
| June 30, 2023 | 76.78% |
| May 31, 2023 | 76.78% |
| April 30, 2023 | 76.78% |
| March 31, 2023 | 76.78% |
| February 28, 2023 | 76.78% |
| January 31, 2023 | 76.78% |
| December 31, 2022 | 76.78% |
| November 30, 2022 | 76.78% |
| October 31, 2022 | 76.78% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.78% |
| August 31, 2022 | 76.78% |
| July 31, 2022 | 76.78% |
| June 30, 2022 | 76.78% |
| May 31, 2022 | 76.78% |
| April 30, 2022 | 76.78% |
| March 31, 2022 | 76.78% |
| February 28, 2022 | 76.78% |
| January 31, 2022 | 76.78% |
| December 31, 2021 | 76.78% |
| November 30, 2021 | 76.78% |
| October 31, 2021 | 76.78% |
| September 30, 2021 | 76.78% |
| August 31, 2021 | 76.78% |
| July 31, 2021 | 76.78% |
| June 30, 2021 | 76.78% |
| May 31, 2021 | 76.78% |
| April 30, 2021 | 76.78% |
| March 31, 2021 | 76.78% |
| February 28, 2021 | 76.78% |
| January 31, 2021 | 76.78% |
| December 31, 2020 | 76.78% |
| November 30, 2020 | 76.78% |
| October 31, 2020 | 76.78% |
| September 30, 2020 | 76.78% |
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
76.78%
Minimum
Jul 2020
83.33%
Maximum
Nov 2019
77.23%
Average
76.78%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Tel Instrument Electronics Corp | 76.33% |
| Watts Water Technologies Inc | 44.08% |
| ClearSign Technologies Corp | 94.58% |
| Ingersoll Rand Inc | 50.27% |
| Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.089 |
| Beta (5Y) | 0.5249 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.89% |
| Historical Sharpe Ratio (5Y) | 0.0168 |
| Historical Sortino (5Y) | 0.0305 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.22% |