EKO International Corp (EKNL)
0.0000
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
EKO International Max Drawdown (5Y): 99.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.97% |
| March 31, 2024 | 99.97% |
| February 29, 2024 | 99.97% |
| January 31, 2024 | 99.43% |
| December 31, 2023 | 99.43% |
| November 30, 2023 | 99.43% |
| October 31, 2023 | 99.43% |
| September 30, 2023 | 99.43% |
| August 31, 2023 | 99.43% |
| July 31, 2023 | 99.43% |
| June 30, 2023 | 99.54% |
| May 31, 2023 | 99.54% |
| April 30, 2023 | 99.54% |
| March 31, 2023 | 99.54% |
| February 28, 2023 | 99.54% |
| January 31, 2023 | 99.54% |
| December 31, 2022 | 99.54% |
| November 30, 2022 | 99.54% |
| October 31, 2022 | 99.54% |
| September 30, 2022 | 99.54% |
| August 31, 2022 | 99.54% |
| July 31, 2022 | 99.54% |
| June 30, 2022 | 99.54% |
| May 31, 2022 | 99.63% |
| April 30, 2022 | 99.63% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.63% |
| February 28, 2022 | 99.65% |
| January 31, 2022 | 99.65% |
| December 31, 2021 | 99.73% |
| November 30, 2021 | 99.80% |
| October 31, 2021 | 99.80% |
| September 30, 2021 | 99.80% |
| August 31, 2021 | 99.80% |
| July 31, 2021 | 99.80% |
| June 30, 2021 | 99.80% |
| May 31, 2021 | 99.80% |
| April 30, 2021 | 99.80% |
| March 31, 2021 | 99.80% |
| February 28, 2021 | 99.80% |
| January 31, 2021 | 99.80% |
| December 31, 2020 | 99.80% |
| November 30, 2020 | 99.80% |
| October 31, 2020 | 99.80% |
| September 30, 2020 | 99.80% |
| August 31, 2020 | 99.80% |
| July 31, 2020 | 99.80% |
| June 30, 2020 | 99.80% |
| May 31, 2020 | 99.80% |
| April 30, 2020 | 99.80% |
| March 31, 2020 | 99.80% |
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
99.43%
Minimum
Jul 2023
99.97%
Maximum
Feb 2024
99.69%
Average
99.80%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Umbra Applied Technologies Group Inc | 99.95% |
| In Ovations Holdings Inc | 99.92% |
| Innovest Global Inc | 99.98% |
| ICBS Ltd | 99.93% |
| Plaintree Systems Inc | 92.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -83.79 |
| Beta (5Y) | 1.427 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 502.3% |
| Historical Sharpe Ratio (5Y) | -0.1352 |
| Historical Sortino (5Y) | -0.6418 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 80.53% |