Crexendo Inc (CXDO)
3.00
-0.14
(-4.46%)
USD |
NASDAQ |
Jun 14, 16:00
3.01
+0.01
(+0.33%)
After-Hours: 20:00
Crexendo Max Drawdown (5Y): 88.55% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 88.55% |
| April 30, 2024 | 88.55% |
| March 31, 2024 | 88.55% |
| February 29, 2024 | 88.55% |
| January 31, 2024 | 88.55% |
| December 31, 2023 | 88.55% |
| November 30, 2023 | 88.55% |
| October 31, 2023 | 88.55% |
| September 30, 2023 | 88.55% |
| August 31, 2023 | 88.55% |
| July 31, 2023 | 88.55% |
| June 30, 2023 | 88.55% |
| May 31, 2023 | 88.55% |
| April 30, 2023 | 88.55% |
| March 31, 2023 | 86.04% |
| February 28, 2023 | 85.02% |
| January 31, 2023 | 85.02% |
| December 31, 2022 | 85.02% |
| November 30, 2022 | 81.67% |
| October 31, 2022 | 80.76% |
| September 30, 2022 | 80.76% |
| August 31, 2022 | 80.76% |
| July 31, 2022 | 80.76% |
| June 30, 2022 | 80.76% |
| May 31, 2022 | 80.76% |
| Date | Value |
|---|---|
| April 30, 2022 | 76.50% |
| March 31, 2022 | 67.81% |
| February 28, 2022 | 67.32% |
| January 31, 2022 | 67.32% |
| December 31, 2021 | 62.82% |
| November 30, 2021 | 62.82% |
| October 31, 2021 | 62.89% |
| September 30, 2021 | 66.00% |
| August 31, 2021 | 69.50% |
| July 31, 2021 | 70.37% |
| June 30, 2021 | 70.37% |
| May 31, 2021 | 71.68% |
| April 30, 2021 | 71.68% |
| March 31, 2021 | 73.27% |
| February 28, 2021 | 74.71% |
| January 31, 2021 | 74.71% |
| December 31, 2020 | 87.19% |
| November 30, 2020 | 90.23% |
| October 31, 2020 | 90.64% |
| September 30, 2020 | 90.64% |
| August 31, 2020 | 90.64% |
| July 31, 2020 | 90.64% |
| June 30, 2020 | 90.64% |
| May 31, 2020 | 90.64% |
| April 30, 2020 | 90.64% |
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
62.82%
Minimum
Nov 2021
90.64%
Maximum
Jun 2019
82.92%
Average
88.55%
Median
Apr 2023
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.75 |
| Beta (5Y) | 1.157 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.49% |
| Historical Sharpe Ratio (5Y) | -0.0265 |
| Historical Sortino (5Y) | -0.0637 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.27% |