Digital Ally Inc (DGLY)
0.966
+0.24
(+32.33%)
USD |
NASDAQ |
Nov 21, 16:00
0.989
+0.02
(+2.38%)
After-Hours: 20:00
Digital Ally Max Drawdown (5Y): 99.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.25% |
| September 30, 2024 | 99.25% |
| August 31, 2024 | 99.25% |
| July 31, 2024 | 98.63% |
| 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 | 97.57% |
| July 31, 2023 | 97.57% |
| June 30, 2023 | 97.57% |
| May 31, 2023 | 97.57% |
| April 30, 2023 | 97.57% |
| March 31, 2023 | 97.57% |
| February 28, 2023 | 97.57% |
| January 31, 2023 | 97.57% |
| December 31, 2022 | 97.57% |
| November 30, 2022 | 97.57% |
| October 31, 2022 | 97.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.57% |
| August 31, 2022 | 97.57% |
| July 31, 2022 | 97.57% |
| June 30, 2022 | 97.57% |
| May 31, 2022 | 97.57% |
| April 30, 2022 | 97.57% |
| March 31, 2022 | 97.57% |
| February 28, 2022 | 97.57% |
| January 31, 2022 | 97.57% |
| December 31, 2021 | 97.57% |
| November 30, 2021 | 97.57% |
| October 31, 2021 | 97.57% |
| September 30, 2021 | 97.57% |
| August 31, 2021 | 97.57% |
| July 31, 2021 | 97.57% |
| June 30, 2021 | 97.57% |
| May 31, 2021 | 97.57% |
| April 30, 2021 | 97.57% |
| March 31, 2021 | 97.57% |
| February 28, 2021 | 97.57% |
| January 31, 2021 | 97.57% |
| December 31, 2020 | 97.57% |
| November 30, 2020 | 97.57% |
| October 31, 2020 | 97.57% |
| September 30, 2020 | 97.57% |
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
97.57%
Minimum
Nov 2019
99.25%
Maximum
Aug 2024
97.81%
Average
97.57%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| TechTarget Inc | 79.05% |
| Zillow Group Inc | 86.74% |
| The Arena Group Holdings Inc | 97.16% |
| Alphabet Inc | 44.32% |
| TrueCar Inc | 91.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -61.44 |
| Beta (5Y) | 0.8686 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 178.9% |
| Historical Sharpe Ratio (5Y) | -0.2808 |
| Historical Sortino (5Y) | -1.263 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.35% |