Electro Optic Systems Hldgs Ltd (EOPSF)
0.5472
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Electro Optic Systems Hldgs Max Drawdown (5Y): 95.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.69% |
| March 31, 2024 | 95.69% |
| February 29, 2024 | 95.69% |
| January 31, 2024 | 95.69% |
| December 31, 2023 | 95.69% |
| November 30, 2023 | 95.69% |
| October 31, 2023 | 95.69% |
| September 30, 2023 | 95.69% |
| August 31, 2023 | 95.69% |
| July 31, 2023 | 95.69% |
| June 30, 2023 | 95.69% |
| May 31, 2023 | 95.69% |
| April 30, 2023 | 95.69% |
| March 31, 2023 | 95.69% |
| February 28, 2023 | 95.69% |
| January 31, 2023 | 95.69% |
| December 31, 2022 | 95.69% |
| November 30, 2022 | 95.69% |
| October 31, 2022 | 95.69% |
| September 30, 2022 | 94.95% |
| August 31, 2022 | 92.50% |
| July 31, 2022 | 91.54% |
| June 30, 2022 | 85.45% |
| May 31, 2022 | 80.42% |
| April 30, 2022 | 80.42% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.42% |
| February 28, 2022 | 80.42% |
| January 31, 2022 | 76.36% |
| December 31, 2021 | 76.36% |
| November 30, 2021 | 75.94% |
| October 31, 2021 | 62.52% |
| September 30, 2021 | 62.52% |
| August 31, 2021 | 62.24% |
| July 31, 2021 | 59.72% |
| June 30, 2021 | 59.72% |
| May 31, 2021 | 59.72% |
| April 30, 2021 | 59.72% |
| March 31, 2021 | 59.72% |
| February 28, 2021 | 59.72% |
| January 31, 2021 | 59.72% |
| December 31, 2020 | 59.72% |
| November 30, 2020 | 59.72% |
| October 31, 2020 | 59.72% |
| September 30, 2020 | 59.72% |
| August 31, 2020 | 59.72% |
| July 31, 2020 | 59.72% |
| June 30, 2020 | 59.72% |
| May 31, 2020 | 59.72% |
| April 30, 2020 | 38.71% |
| March 31, 2020 | 38.71% |
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
38.71%
Minimum
Feb 2020
95.69%
Maximum
Oct 2022
75.17%
Average
70.09%
Median
Max Drawdown (5Y) Benchmarks
| Brambles Ltd | 42.99% |
| Austal Ltd | 62.20% |
| Atlas Arteria Ltd | 52.76% |
| CSR Ltd | 38.79% |
| Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.95 |
| Beta (5Y) | 0.5929 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.07% |
| Historical Sharpe Ratio (5Y) | -0.3509 |
| Historical Sortino (5Y) | -0.6079 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.88% |