Energtek Inc (EGTK)
0.0001
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Energtek Max Drawdown (5Y): 100.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 100.00% |
| August 31, 2024 | 100.00% |
| July 31, 2024 | 100.00% |
| June 30, 2024 | 100.00% |
| May 31, 2024 | 100.00% |
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 100.00% |
| July 31, 2023 | 100.00% |
| June 30, 2023 | 100.00% |
| May 31, 2023 | 100.00% |
| April 30, 2023 | 100.00% |
| March 31, 2023 | 100.00% |
| February 28, 2023 | 100.00% |
| January 31, 2023 | 100.00% |
| December 31, 2022 | 100.00% |
| November 30, 2022 | 100.00% |
| October 31, 2022 | 100.00% |
| September 30, 2022 | 100.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 100.00% |
| July 31, 2022 | 100.00% |
| June 30, 2022 | 100.00% |
| May 31, 2022 | 100.00% |
| April 30, 2022 | 100.00% |
| March 31, 2022 | 100.00% |
| February 28, 2022 | 100.00% |
| January 31, 2022 | 100.00% |
| December 31, 2021 | 100.00% |
| November 30, 2021 | 100.00% |
| October 31, 2021 | 100.00% |
| September 30, 2021 | 99.62% |
| August 31, 2021 | 99.62% |
| July 31, 2021 | 99.62% |
| June 30, 2021 | 99.62% |
| May 31, 2021 | 99.62% |
| April 30, 2021 | 99.62% |
| March 31, 2021 | 99.62% |
| February 28, 2021 | 99.62% |
| January 31, 2021 | 99.62% |
| December 31, 2020 | 99.62% |
| November 30, 2020 | 99.62% |
| October 31, 2020 | 99.62% |
| September 30, 2020 | 99.62% |
| August 31, 2020 | 99.62% |
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
99.62%
Minimum
Nov 2019
100.00%
Maximum
Oct 2021
99.85%
Average
100.00%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Standard Motor Products Inc | 48.25% |
| Stoneridge Inc | 81.20% |
| Tesla Inc | 73.63% |
| General Motors Co | 59.94% |
| Gentherm Inc | 60.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 247.72 |
| Beta (5Y) | -21.08 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.32K% |
| Historical Sharpe Ratio (5Y) | -0.0064 |
| Historical Sortino (5Y) | -0.3805 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 86.67% |