Cavitation Technologies Inc (CVAT)
0.0118
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Cavitation Technologies Max Drawdown (5Y): 91.60% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 91.60% |
April 30, 2024 | 91.18% |
March 31, 2024 | 91.18% |
February 29, 2024 | 91.18% |
January 31, 2024 | 91.18% |
December 31, 2023 | 91.18% |
November 30, 2023 | 91.18% |
October 31, 2023 | 91.18% |
September 30, 2023 | 91.18% |
August 31, 2023 | 91.18% |
July 31, 2023 | 91.18% |
June 30, 2023 | 91.18% |
May 31, 2023 | 91.18% |
April 30, 2023 | 91.18% |
March 31, 2023 | 89.92% |
February 28, 2023 | 87.40% |
January 31, 2023 | 87.23% |
December 31, 2022 | 87.93% |
November 30, 2022 | 87.93% |
October 31, 2022 | 87.93% |
September 30, 2022 | 87.93% |
August 31, 2022 | 87.93% |
July 31, 2022 | 87.93% |
June 30, 2022 | 87.93% |
May 31, 2022 | 87.93% |
Date | Value |
---|---|
April 30, 2022 | 87.93% |
March 31, 2022 | 87.93% |
February 28, 2022 | 87.93% |
January 31, 2022 | 87.93% |
December 31, 2021 | 87.93% |
November 30, 2021 | 87.93% |
October 31, 2021 | 87.93% |
September 30, 2021 | 87.93% |
August 31, 2021 | 87.93% |
July 31, 2021 | 87.93% |
June 30, 2021 | 87.93% |
May 31, 2021 | 87.93% |
April 30, 2021 | 87.93% |
March 31, 2021 | 87.93% |
February 28, 2021 | 87.93% |
January 31, 2021 | 87.93% |
December 31, 2020 | 87.93% |
November 30, 2020 | 87.93% |
October 31, 2020 | 87.93% |
September 30, 2020 | 87.93% |
August 31, 2020 | 87.93% |
July 31, 2020 | 87.93% |
June 30, 2020 | 87.93% |
May 31, 2020 | 87.93% |
April 30, 2020 | 87.93% |
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
87.23%
Minimum
Jan 2023
91.60%
Maximum
May 2024
88.70%
Average
87.93%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Broadwind Inc | 87.35% |
CVD Equipment Corp | 84.75% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 92.43% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.94 |
Beta (5Y) | 0.7783 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 119.8% |
Historical Sharpe Ratio (5Y) | -0.1108 |
Historical Sortino (5Y) | -0.3054 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.11% |