Diguang Internat Devl Co Ltd (DGNG)
0.0009
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Diguang Internat Devl Max Drawdown (5Y): 99.50% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.50% |
| August 31, 2024 | 99.50% |
| July 31, 2024 | 99.50% |
| June 30, 2024 | 99.50% |
| May 31, 2024 | 99.50% |
| April 30, 2024 | 99.50% |
| March 31, 2024 | 99.50% |
| February 29, 2024 | 99.50% |
| January 31, 2024 | 99.50% |
| December 31, 2023 | 99.50% |
| November 30, 2023 | 99.50% |
| October 31, 2023 | 99.50% |
| September 30, 2023 | 99.50% |
| August 31, 2023 | 99.50% |
| July 31, 2023 | 99.50% |
| June 30, 2023 | 99.50% |
| May 31, 2023 | 99.50% |
| April 30, 2023 | 99.50% |
| March 31, 2023 | 99.50% |
| February 28, 2023 | 99.50% |
| January 31, 2023 | 99.50% |
| December 31, 2022 | 99.50% |
| November 30, 2022 | 99.25% |
| October 31, 2022 | 99.25% |
| September 30, 2022 | 99.25% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.25% |
| July 31, 2022 | 99.25% |
| June 30, 2022 | 99.25% |
| May 31, 2022 | 99.25% |
| April 30, 2022 | 98.33% |
| March 31, 2022 | 98.33% |
| February 28, 2022 | 98.33% |
| January 31, 2022 | 98.33% |
| December 31, 2021 | 98.33% |
| November 30, 2021 | 98.33% |
| October 31, 2021 | 98.33% |
| September 30, 2021 | 98.33% |
| August 31, 2021 | 98.33% |
| July 31, 2021 | 98.33% |
| June 30, 2021 | 98.33% |
| May 31, 2021 | 98.33% |
| April 30, 2021 | 98.33% |
| March 31, 2021 | 98.33% |
| February 28, 2021 | 98.33% |
| January 31, 2021 | 98.33% |
| December 31, 2020 | 98.33% |
| November 30, 2020 | 98.33% |
| October 31, 2020 | 98.33% |
| September 30, 2020 | 98.44% |
| August 31, 2020 | 98.44% |
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
98.33%
Minimum
Oct 2020
99.50%
Maximum
Dec 2022
98.90%
Average
98.44%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| LSI Industries Inc | 77.66% |
| Viper Networks Inc | 99.90% |
| BK Technologies Corp | 80.19% |
| AgEagle Aerial Systems Inc | 99.99% |
| Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.98 |
| Beta (5Y) | 1.176 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 871.2% |
| Historical Sharpe Ratio (5Y) | -0.0447 |
| Historical Sortino (5Y) | -0.3595 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 76.67% |