Edgio Inc (EGIOQ)
0.0501
-0.05
(-49.90%)
USD |
OTCM |
Oct 04, 16:00
Edgio Max Drawdown (5Y): 99.99% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.99% |
August 31, 2024 | 97.80% |
July 31, 2024 | 97.80% |
June 30, 2024 | 97.80% |
May 31, 2024 | 97.80% |
April 30, 2024 | 97.80% |
March 31, 2024 | 97.80% |
February 29, 2024 | 97.42% |
January 31, 2024 | 97.22% |
December 31, 2023 | 95.78% |
November 30, 2023 | 94.24% |
October 31, 2023 | 94.24% |
September 30, 2023 | 94.24% |
August 31, 2023 | 94.24% |
July 31, 2023 | 94.24% |
June 30, 2023 | 94.24% |
May 31, 2023 | 93.81% |
April 30, 2023 | 92.60% |
March 31, 2023 | 91.04% |
February 28, 2023 | 87.11% |
January 31, 2023 | 87.11% |
December 31, 2022 | 87.11% |
November 30, 2022 | 84.08% |
October 31, 2022 | 73.59% |
September 30, 2022 | 73.59% |
Date | Value |
---|---|
August 31, 2022 | 73.59% |
July 31, 2022 | 73.59% |
June 30, 2022 | 72.33% |
May 31, 2022 | 70.56% |
April 30, 2022 | 70.56% |
March 31, 2022 | 70.56% |
February 28, 2022 | 70.56% |
January 31, 2022 | 70.56% |
December 31, 2021 | 70.56% |
November 30, 2021 | 70.56% |
October 31, 2021 | 70.56% |
September 30, 2021 | 69.93% |
August 31, 2021 | 69.68% |
July 31, 2021 | 68.67% |
June 30, 2021 | 65.38% |
May 31, 2021 | 65.38% |
April 30, 2021 | 67.88% |
March 31, 2021 | 70.39% |
February 28, 2021 | 74.75% |
January 31, 2021 | 74.75% |
December 31, 2020 | 74.75% |
November 30, 2020 | 87.62% |
October 31, 2020 | 87.62% |
September 30, 2020 | 87.62% |
August 31, 2020 | 87.62% |
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
65.38%
Minimum
May 2021
99.99%
Maximum
Sep 2024
83.75%
Average
87.62%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Akamai Technologies Inc | 41.97% |
Broadridge Financial Solutions Inc | 36.87% |
Fidelity National Information Services Inc | 67.86% |
Xerox Holdings Corp | 67.90% |
Fortinet Inc | 38.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -84.02 |
Beta (5Y) | 0.4299 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.47% |
Historical Sharpe Ratio (5Y) | -0.8637 |
Historical Sortino (5Y) | -1.331 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.80% |