Castellum Inc (CTM)
1.01
-0.05
(-4.72%)
USD |
NYAM |
Mar 28, 11:09
Castellum Max Drawdown (5Y): 99.59% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 34.22 |
| Beta (5Y) | -3.380 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 254.0% |
| Historical Sharpe Ratio (5Y) | -0.0557 |
| Historical Sortino (5Y) | -0.2554 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.42% |