E Med Future Inc (EMDF)
0.0046
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
E Med Future Max Drawdown (5Y): 97.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.59% |
| August 31, 2024 | 97.25% |
| July 31, 2024 | 97.25% |
| June 30, 2024 | 97.25% |
| May 31, 2024 | 97.25% |
| April 30, 2024 | 97.25% |
| March 31, 2024 | 97.25% |
| February 29, 2024 | 97.25% |
| January 31, 2024 | 97.25% |
| December 31, 2023 | 97.25% |
| November 30, 2023 | 97.25% |
| October 31, 2023 | 97.25% |
| September 30, 2023 | 97.25% |
| August 31, 2023 | 97.25% |
| 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 | 99.50% |
| October 31, 2022 | 99.50% |
| September 30, 2022 | 99.50% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.50% |
| July 31, 2022 | 99.50% |
| June 30, 2022 | 99.50% |
| May 31, 2022 | 99.50% |
| April 30, 2022 | 99.50% |
| March 31, 2022 | 99.50% |
| February 28, 2022 | 99.50% |
| January 31, 2022 | 99.50% |
| December 31, 2021 | 99.50% |
| November 30, 2021 | 99.50% |
| October 31, 2021 | 99.50% |
| September 30, 2021 | 99.50% |
| August 31, 2021 | 99.50% |
| July 31, 2021 | 99.50% |
| June 30, 2021 | 99.50% |
| May 31, 2021 | 99.50% |
| April 30, 2021 | 99.78% |
| March 31, 2021 | 99.78% |
| February 28, 2021 | 99.78% |
| January 31, 2021 | 99.78% |
| December 31, 2020 | 99.78% |
| November 30, 2020 | 99.78% |
| October 31, 2020 | 99.78% |
| September 30, 2020 | 99.78% |
| August 31, 2020 | 99.78% |
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
97.25%
Minimum
Aug 2023
99.78%
Maximum
Nov 2019
99.06%
Average
99.50%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Family Room Entertainment Corp | 99.98% |
| spotlight Capital Holdings Inc | 97.60% |
| Seven Arts Entertainment Inc | 99.67% |
| Maxx Sports TV Inc | 99.71% |
| National Lampoon Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 37.02 |
| Beta (5Y) | -1.871 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 247.2% |
| Historical Sharpe Ratio (5Y) | 0.0463 |
| Historical Sortino (5Y) | 0.197 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.24% |