COMSovereign Holding Corp (COMS)
0.15
-0.03
(-16.67%)
USD |
OTCM |
May 07, 15:41
COMSovereign Max Drawdown (5Y): 99.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.95% |
| December 31, 2023 | 99.93% |
| November 30, 2023 | 99.93% |
| October 31, 2023 | 99.93% |
| September 30, 2023 | 99.88% |
| August 31, 2023 | 99.87% |
| July 31, 2023 | 99.84% |
| June 30, 2023 | 99.84% |
| May 31, 2023 | 99.84% |
| April 30, 2023 | 99.83% |
| March 31, 2023 | 99.82% |
| February 28, 2023 | 99.69% |
| January 31, 2023 | 99.58% |
| December 31, 2022 | 99.58% |
| November 30, 2022 | 99.58% |
| October 31, 2022 | 99.58% |
| September 30, 2022 | 99.49% |
| August 31, 2022 | 99.49% |
| July 31, 2022 | 99.49% |
| June 30, 2022 | 99.49% |
| May 31, 2022 | 99.49% |
| April 30, 2022 | 99.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.49% |
| February 28, 2022 | 99.49% |
| January 31, 2022 | 99.49% |
| December 31, 2021 | 99.49% |
| November 30, 2021 | 99.49% |
| October 31, 2021 | 99.49% |
| September 30, 2021 | 99.49% |
| August 31, 2021 | 99.49% |
| July 31, 2021 | 99.49% |
| June 30, 2021 | 99.49% |
| May 31, 2021 | 99.49% |
| April 30, 2021 | 99.49% |
| March 31, 2021 | 99.49% |
| February 28, 2021 | 99.49% |
| January 31, 2021 | 99.49% |
| December 31, 2020 | 99.49% |
| November 30, 2020 | 99.49% |
| October 31, 2020 | 99.49% |
| September 30, 2020 | 99.49% |
| August 31, 2020 | 99.49% |
| July 31, 2020 | 99.49% |
| June 30, 2020 | 99.49% |
| May 31, 2020 | 99.49% |
| April 30, 2020 | 99.49% |
| March 31, 2020 | 99.49% |
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
99.49%
Minimum
May 2019
99.99%
Maximum
Feb 2024
99.59%
Average
99.49%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Cogent Communications Holdings Inc | 39.34% |
| Consolidated Communications Holdings Inc | 85.35% |
| Lumen Technologies Inc | 92.87% |
| Ribbon Communications Inc | 86.32% |
| Anterix Inc | 56.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -95.45 |
| Beta (5Y) | 1.436 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.8% |
| Historical Sharpe Ratio (5Y) | -0.7369 |
| Historical Sortino (5Y) | -1.444 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.84% |