Digital Ally Inc (DGLY)
2.03
-0.01
(-0.49%)
USD |
NASDAQ |
Jul 26, 16:00
2.03
0.00 (0.00%)
After-Hours: 20:00
Digital Ally Max Drawdown (5Y): 98.45% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 98.45% |
May 31, 2024 | 98.45% |
April 30, 2024 | 98.45% |
March 31, 2024 | 98.45% |
February 29, 2024 | 98.45% |
January 31, 2024 | 98.45% |
December 31, 2023 | 98.45% |
November 30, 2023 | 98.36% |
October 31, 2023 | 98.18% |
September 30, 2023 | 98.18% |
August 31, 2023 | 97.25% |
July 31, 2023 | 97.25% |
June 30, 2023 | 97.25% |
May 31, 2023 | 97.25% |
April 30, 2023 | 97.25% |
March 31, 2023 | 96.76% |
February 28, 2023 | 96.45% |
January 31, 2023 | 96.25% |
December 31, 2022 | 96.14% |
November 30, 2022 | 96.14% |
October 31, 2022 | 96.14% |
September 30, 2022 | 96.14% |
August 31, 2022 | 96.14% |
July 31, 2022 | 96.14% |
June 30, 2022 | 96.14% |
Date | Value |
---|---|
May 31, 2022 | 96.14% |
April 30, 2022 | 96.14% |
March 31, 2022 | 96.14% |
February 28, 2022 | 96.14% |
January 31, 2022 | 96.14% |
December 31, 2021 | 96.14% |
November 30, 2021 | 96.14% |
October 31, 2021 | 96.14% |
September 30, 2021 | 96.14% |
August 31, 2021 | 96.14% |
July 31, 2021 | 96.14% |
June 30, 2021 | 96.14% |
May 31, 2021 | 96.14% |
April 30, 2021 | 96.14% |
March 31, 2021 | 96.14% |
February 28, 2021 | 96.14% |
January 31, 2021 | 96.14% |
December 31, 2020 | 96.14% |
November 30, 2020 | 96.14% |
October 31, 2020 | 96.14% |
September 30, 2020 | 96.14% |
August 31, 2020 | 96.14% |
July 31, 2020 | 96.14% |
June 30, 2020 | 96.14% |
May 31, 2020 | 96.14% |
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
95.81%
Minimum
Jul 2019
98.45%
Maximum
Dec 2023
96.62%
Average
96.14%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Super League Enterprise Inc | 99.62% |
BuzzFeed Inc | -- |
TechTarget Inc | 78.69% |
Zillow Group Inc | 86.74% |
The Arena Group Holdings Inc | 97.16% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -52.52 |
Beta (5Y) | 0.8622 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 177.8% |
Historical Sharpe Ratio (5Y) | -0.2328 |
Historical Sortino (5Y) | -1.158 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.84% |