CreditRiskMonitor.com Inc (CRMZ)
2.10
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USD |
OTCM |
May 02, 11:20
CreditRiskMonitor.com Max Drawdown (5Y): 68.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.71% |
March 31, 2024 | 70.94% |
February 29, 2024 | 70.94% |
January 31, 2024 | 70.94% |
December 31, 2023 | 70.94% |
November 30, 2023 | 70.94% |
October 31, 2023 | 70.94% |
September 30, 2023 | 70.94% |
August 31, 2023 | 70.94% |
July 31, 2023 | 70.94% |
June 30, 2023 | 70.94% |
May 31, 2023 | 70.94% |
April 30, 2023 | 70.94% |
March 31, 2023 | 70.94% |
February 28, 2023 | 70.94% |
January 31, 2023 | 70.94% |
December 31, 2022 | 70.94% |
November 30, 2022 | 70.94% |
October 31, 2022 | 70.94% |
September 30, 2022 | 70.94% |
August 31, 2022 | 70.94% |
July 31, 2022 | 70.94% |
June 30, 2022 | 70.94% |
May 31, 2022 | 70.94% |
April 30, 2022 | 70.94% |
Date | Value |
---|---|
March 31, 2022 | 70.94% |
February 28, 2022 | 70.94% |
January 31, 2022 | 70.94% |
December 31, 2021 | 70.94% |
November 30, 2021 | 70.94% |
October 31, 2021 | 70.94% |
September 30, 2021 | 70.94% |
August 31, 2021 | 70.94% |
July 31, 2021 | 70.94% |
June 30, 2021 | 70.94% |
May 31, 2021 | 70.94% |
April 30, 2021 | 70.94% |
March 31, 2021 | 70.94% |
February 28, 2021 | 70.94% |
January 31, 2021 | 70.94% |
December 31, 2020 | 70.94% |
November 30, 2020 | 70.94% |
October 31, 2020 | 70.94% |
September 30, 2020 | 70.94% |
August 31, 2020 | 70.94% |
July 31, 2020 | 70.94% |
June 30, 2020 | 70.94% |
May 31, 2020 | 70.94% |
April 30, 2020 | 70.94% |
March 31, 2020 | 70.94% |
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
67.81%
Minimum
May 2019
70.94%
Maximum
Jun 2019
70.85%
Average
70.94%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Oxford Square Capital Corp | 67.03% |
Prospect Capital Corp | 43.97% |
New Mountain Finance Corp | 64.05% |
Netcapital Inc | 99.59% |
The Marygold Companies Inc | 83.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.992 |
Beta (5Y) | 0.1724 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.20% |
Historical Sharpe Ratio (5Y) | 0.1286 |
Historical Sortino (5Y) | 0.2934 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.10% |