Digital Ally Inc (DGLY)

0.48 -0.05 (-9.47%) USD  |  NASDAQ  |  Dec 20, 16:00
0.49 +0.01 (+2.08%) After-Hours: 20:00
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Digital Ally Max Drawdown (5Y): 99.51% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Vivid Seats Inc --
Match Group Inc --
TechTarget Inc 79.05%
Zillow Group Inc 86.74%
The Arena Group Holdings Inc 97.41%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -62.78
Beta (5Y) 0.8216
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 179.2%
Historical Sharpe Ratio (5Y) -0.2891
Historical Sortino (5Y) -1.286
Monthly Value at Risk (VaR) 5% (5Y Lookback) 35.87%