Charge Enterprises Inc (DELISTED) (CRGEQ:DL)
0.0068
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Charge Enterprises Max Drawdown (5Y): 99.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.93% |
| March 31, 2024 | 99.93% |
| February 29, 2024 | 99.81% |
| January 31, 2024 | 98.98% |
| December 31, 2023 | 98.69% |
| November 30, 2023 | 98.00% |
| October 31, 2023 | 96.40% |
| September 30, 2023 | 94.61% |
| August 31, 2023 | 93.15% |
| July 31, 2023 | 89.84% |
| June 30, 2023 | 89.84% |
| May 31, 2023 | 89.84% |
| April 30, 2023 | 88.24% |
| March 31, 2023 | 88.24% |
| February 28, 2023 | 88.24% |
| January 31, 2023 | 88.24% |
| December 31, 2022 | 88.24% |
| November 30, 2022 | 88.24% |
| October 31, 2022 | 95.00% |
| September 30, 2022 | 95.00% |
| August 31, 2022 | 99.50% |
| July 31, 2022 | 99.50% |
| June 30, 2022 | 99.50% |
| May 31, 2022 | 99.50% |
| April 30, 2022 | 99.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.50% |
| February 28, 2022 | 99.50% |
| January 31, 2022 | 99.50% |
| December 31, 2021 | 99.50% |
| November 30, 2021 | 99.50% |
| October 31, 2021 | 99.50% |
| September 30, 2021 | 99.50% |
| August 31, 2021 | 99.50% |
| July 31, 2021 | 99.50% |
| June 30, 2021 | 99.50% |
| May 31, 2021 | 99.50% |
| April 30, 2021 | 99.50% |
| March 31, 2021 | 99.50% |
| February 28, 2021 | 99.93% |
| January 31, 2021 | 99.93% |
| December 31, 2020 | 99.93% |
| November 30, 2020 | 99.96% |
| October 31, 2020 | 99.96% |
| September 30, 2020 | 99.96% |
| August 31, 2020 | 99.96% |
| July 31, 2020 | 99.96% |
| June 30, 2020 | 99.96% |
| May 31, 2020 | 99.96% |
| April 30, 2020 | 99.96% |
| March 31, 2020 | 99.96% |
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
88.24%
Minimum
Nov 2022
99.98%
Maximum
Jun 2019
97.60%
Average
99.50%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Altice USA Inc | 95.17% |
| Cogent Communications Holdings Inc | 39.34% |
| Consolidated Communications Holdings Inc | 85.35% |
| Ribbon Communications Inc | 86.32% |
| Anterix Inc | 56.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -82.69 |
| Beta (5Y) | 2.499 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 155.7% |
| Historical Sharpe Ratio (5Y) | -0.3522 |
| Historical Sortino (5Y) | -0.8119 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.66% |