Castellum Inc (CTM)
0.1605
-0.01
(-4.46%)
USD |
NYAM |
Nov 21, 16:00
0.1605
0.00 (0.00%)
After-Hours: 20:00
Castellum Max Drawdown (5Y): 99.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.67% |
| September 30, 2024 | 99.85% |
| August 31, 2024 | 99.85% |
| July 31, 2024 | 99.94% |
| June 30, 2024 | 99.95% |
| May 31, 2024 | 99.98% |
| April 30, 2024 | 99.98% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 100.00% |
| July 31, 2023 | 100.00% |
| June 30, 2023 | 100.00% |
| May 31, 2023 | 100.00% |
| April 30, 2023 | 100.00% |
| March 31, 2023 | 100.00% |
| February 28, 2023 | 100.00% |
| January 31, 2023 | 100.00% |
| December 31, 2022 | 100.00% |
| November 30, 2022 | 100.00% |
| October 31, 2022 | 100.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 100.00% |
| August 31, 2022 | 100.00% |
| July 31, 2022 | 100.00% |
| June 30, 2022 | 100.00% |
| May 31, 2022 | 100.00% |
| April 30, 2022 | 100.00% |
| March 31, 2022 | 100.00% |
| February 28, 2022 | 100.00% |
| January 31, 2022 | 100.00% |
| December 31, 2021 | 100.00% |
| November 30, 2021 | 100.00% |
| October 31, 2021 | 100.00% |
| September 30, 2021 | 100.00% |
| August 31, 2021 | 100.00% |
| July 31, 2021 | 100.00% |
| June 30, 2021 | 100.00% |
| May 31, 2021 | 100.00% |
| April 30, 2021 | 100.00% |
| March 31, 2021 | 100.00% |
| February 28, 2021 | 100.00% |
| January 31, 2021 | 100.00% |
| December 31, 2020 | 100.00% |
| November 30, 2020 | 100.00% |
| October 31, 2020 | 100.00% |
| September 30, 2020 | 100.00% |
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
99.67%
Minimum
Oct 2024
100.00%
Maximum
Nov 2019
99.99%
Average
100.00%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Information Services Group Inc | 69.81% |
| Jack Henry & Associates Inc | 33.57% |
| TTEC Holdings Inc | 96.34% |
| Conduent Inc | 93.38% |
| TaskUs Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.31 |
| Beta (5Y) | -0.8582 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.4% |
| Historical Sharpe Ratio (5Y) | -0.3392 |
| Historical Sortino (5Y) | -0.6522 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.96% |