Earthworks Industries Inc (EAATF)
0.14
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Earthworks Industries Max Drawdown (5Y): 80.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.78% |
March 31, 2024 | 80.78% |
February 29, 2024 | 80.78% |
January 31, 2024 | 81.37% |
December 31, 2023 | 81.37% |
November 30, 2023 | 81.37% |
October 31, 2023 | 81.37% |
September 30, 2023 | 81.37% |
August 31, 2023 | 81.37% |
July 31, 2023 | 81.37% |
June 30, 2023 | 81.37% |
May 31, 2023 | 81.37% |
April 30, 2023 | 81.37% |
March 31, 2023 | 81.37% |
February 28, 2023 | 81.37% |
January 31, 2023 | 81.37% |
December 31, 2022 | 81.37% |
November 30, 2022 | 81.37% |
October 31, 2022 | 81.37% |
September 30, 2022 | 81.37% |
August 31, 2022 | 81.37% |
July 31, 2022 | 81.37% |
June 30, 2022 | 81.37% |
May 31, 2022 | 81.37% |
April 30, 2022 | 81.37% |
Date | Value |
---|---|
March 31, 2022 | 81.37% |
February 28, 2022 | 81.37% |
January 31, 2022 | 81.37% |
December 31, 2021 | 81.37% |
November 30, 2021 | 81.37% |
October 31, 2021 | 81.37% |
September 30, 2021 | 81.37% |
August 31, 2021 | 81.37% |
July 31, 2021 | 81.37% |
June 30, 2021 | 81.37% |
May 31, 2021 | 81.37% |
April 30, 2021 | 81.37% |
March 31, 2021 | 81.37% |
February 28, 2021 | 81.37% |
January 31, 2021 | 81.37% |
December 31, 2020 | 81.37% |
November 30, 2020 | 81.37% |
October 31, 2020 | 81.37% |
September 30, 2020 | 81.37% |
August 31, 2020 | 81.37% |
July 31, 2020 | 89.35% |
June 30, 2020 | 89.35% |
May 31, 2020 | 89.35% |
April 30, 2020 | 89.35% |
March 31, 2020 | 89.35% |
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
80.78%
Minimum
Feb 2024
89.35%
Maximum
May 2019
83.34%
Average
81.37%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
GFL Environmental Inc | -- |
Quest Resource Holding Corp | 92.16% |
Excelsior Solutions Corp | 94.95% |
Global Ecology Corp | 99.97% |
Enviro Serv Inc | 99.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.511 |
Beta (5Y) | 1.556 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 121.6% |
Historical Sharpe Ratio (5Y) | 0.2126 |
Historical Sortino (5Y) | 0.5048 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.60% |