Digital Ally Inc (DGLY)
2.14
-0.02
(-0.93%)
USD |
NASDAQ |
Apr 19, 15:18
Digital Ally Max Drawdown (5Y): 98.45% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 96.14% |
| April 30, 2022 | 96.14% |
| March 31, 2022 | 96.14% |
| Date | Value |
|---|---|
| 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% |
| April 30, 2020 | 96.14% |
| March 31, 2020 | 96.14% |
| February 29, 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
94.76%
Minimum
Apr 2019
98.45%
Maximum
Dec 2023
96.45%
Average
96.14%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| The Arena Group Holdings Inc | 96.22% |
| CourtSide Group Inc | -- |
| Grom Social Enterprises Inc | 99.99% |
| TechTarget Inc | 78.69% |
| Zillow Group Inc | 86.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -61.80 |
| Beta (5Y) | 0.8131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 179.0% |
| Historical Sharpe Ratio (5Y) | -0.2859 |
| Historical Sortino (5Y) | -1.249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.75% |